+3,911.6%
ASX vs TEVA
+166.5%
+3,745.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.5% |
| 7D | +11.1% | -1.7% | +12.8% | +11.5% |
| 30D | +9.6% | +2.0% | +7.6% | +9.1% |
| 3M | +18.6% | +7.0% | +11.7% | +16.3% |
| 6M | +92.1% | +17.0% | +75.1% | +83.8% |
| YTD | +158.5% | +18.1% | +140.4% | +146.7% |
| 1Y | +271.9% | +87.2% | +184.6% | +217.8% |
| 3Y | +465.2% | +283.1% | +182.2% | +297.3% |
| 5Y | +479.4% | +298.4% | +181.0% | +290.0% |
| 10Y | +992.0% | -23.4% | +1,015.4% | +881.7% |
| All | +3,911.6% | +166.5% | +3,745.1% | +2,206.3% |
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