+93.1%
ACN vs TEVA
-22.9%
+116.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.3% | +3.1% |
| 7D | -1.5% | +2.0% | -3.5% | -1.8% |
| 30D | +2.1% | +1.0% | +1.1% | +1.9% |
| 3M | +11.1% | +7.3% | +3.8% | +9.9% |
| 6M | -6.8% | +21.7% | -28.6% | -9.7% |
| YTD | -30.0% | +18.8% | -48.9% | -32.1% |
| 1Y | -23.1% | +86.5% | -109.6% | -30.3% |
| 3Y | -40.4% | +269.4% | -309.8% | -52.4% |
| 5Y | -41.6% | +303.6% | -345.2% | -55.0% |
| All | +93.1% | -22.9% | +116.0% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 10y: compounded portfolio wealth divided by compounded TEVA 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…
10y analysis · Full analysis span regression · 6 months rolling