+790.6%
B vs TEVA
+6,974.4%
-6,183.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.5% |
| 7D | +2.3% | +1.6% | +0.7% | +2.3% |
| 30D | +1.4% | +4.0% | -2.6% | +1.2% |
| 3M | +12.2% | +10.5% | +1.7% | +11.8% |
| 6M | -2.1% | +18.4% | -20.5% | -2.7% |
| YTD | +2.9% | +17.8% | -14.8% | +2.4% |
| 1Y | +55.3% | +90.5% | -35.2% | +52.5% |
| 3Y | +198.7% | +282.1% | -83.4% | +187.9% |
| 5Y | +153.8% | +291.9% | -138.1% | +143.9% |
| 10Y | +193.4% | -24.9% | +218.3% | +182.1% |
| All | +790.6% | +6,974.4% | -6,183.8% | +1,008.1% |
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