+156.4%
B vs TEVA
+300.5%
-144.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.2% |
| 7D | -2.4% | +2.0% | -4.4% | -2.6% |
| 30D | +6.3% | +1.0% | +5.4% | +6.2% |
| 3M | +12.1% | +7.3% | +4.8% | +11.0% |
| 6M | -3.1% | +21.7% | -24.8% | -5.7% |
| YTD | +2.0% | +18.8% | -16.9% | -0.5% |
| 1Y | +51.7% | +86.5% | -34.8% | +40.7% |
| 3Y | +190.5% | +269.4% | -78.9% | +145.6% |
| All | +156.4% | +300.5% | -144.2% | +114.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling