+139.0%
TEVA vs DOCU
+104.2%
+34.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.6% | +2.2% |
| 7D | +1.2% | -5.5% | +6.8% | +2.1% |
| 30D | +8.8% | +12.6% | -3.9% | +6.5% |
| 3M | +22.4% | +36.4% | -14.0% | +15.8% |
| 6M | +17.3% | +66.8% | -49.5% | +6.7% |
| YTD | +36.5% | +13.5% | +23.1% | +31.6% |
| 1Y | +74.2% | +11.3% | +62.9% | +68.2% |
| 3Y | +370.8% | +92.1% | +278.8% | +293.4% |
| 5Y | +366.7% | -71.0% | +437.7% | +398.7% |
| All | +139.0% | +104.2% | +34.7% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOCU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling