+953.3%
ASX vs TEVA
-22.9%
+976.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.3% |
| 7D | +5.2% | +2.0% | +3.2% | +4.9% |
| 30D | +0.5% | +1.0% | -0.5% | +0.3% |
| 3M | +8.3% | +7.3% | +1.0% | +6.6% |
| 6M | +82.0% | +21.7% | +60.3% | +74.7% |
| YTD | +147.6% | +18.8% | +128.8% | +138.6% |
| 1Y | +258.8% | +86.5% | +172.4% | +218.0% |
| 3Y | +452.1% | +269.4% | +182.6% | +325.7% |
| 5Y | +441.7% | +303.6% | +138.1% | +301.3% |
| All | +953.3% | -22.9% | +976.2% | +691.5% |
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