+3,626.1%
ALL vs TEVA
+1,595.5%
+2,030.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.5% |
| 7D | -1.7% | +1.6% | -3.3% | -2.0% |
| 30D | -4.7% | +4.0% | -8.6% | -5.3% |
| 3M | +18.4% | +10.5% | +7.8% | +16.2% |
| 6M | +20.5% | +18.4% | +2.1% | +16.6% |
| YTD | +23.5% | +17.8% | +5.8% | +19.6% |
| 1Y | +29.0% | +90.5% | -61.5% | +15.2% |
| 3Y | +153.7% | +282.1% | -128.4% | +96.3% |
| 5Y | +114.8% | +291.9% | -177.1% | +60.8% |
| 10Y | +356.1% | -24.9% | +381.0% | +310.9% |
| All | +3,626.1% | +1,595.5% | +2,030.7% | +2,178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling