+189.0%
B vs TEVA
+273.2%
-84.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.2% | -2.3% |
| 7D | -5.0% | -0.7% | -4.3% | -4.9% |
| 30D | +8.7% | -0.4% | +9.1% | +8.8% |
| 3M | +17.3% | +8.2% | +9.1% | +15.9% |
| 6M | -5.0% | +15.3% | -20.4% | -7.2% |
| YTD | +1.4% | +16.5% | -15.0% | -0.9% |
| 1Y | +50.5% | +85.7% | -35.2% | +39.9% |
| All | +189.0% | +273.2% | -84.2% | +149.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling