+278.9%
ADP vs TEVA
-22.9%
+301.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.7% |
| 7D | -2.8% | +2.0% | -4.8% | -3.0% |
| 30D | +0.2% | +1.0% | -0.7% | +0.1% |
| 3M | +20.5% | +7.3% | +13.2% | +19.1% |
| 6M | +28.8% | +21.7% | +7.0% | +25.0% |
| YTD | +6.6% | +18.8% | -12.2% | +3.7% |
| 1Y | -6.9% | +86.5% | -93.4% | -15.1% |
| 3Y | +16.1% | +269.4% | -253.3% | -6.9% |
| 5Y | +49.3% | +303.6% | -254.2% | +15.2% |
| All | +278.9% | -22.9% | +301.8% | +218.7% |
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