+133.5%
C vs TEVA
+300.5%
-167.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.1% |
| 7D | +0.8% | +2.0% | -1.2% | +0.4% |
| 30D | +0.9% | +1.0% | -0.1% | +0.7% |
| 3M | +1.1% | +7.3% | -6.3% | -0.5% |
| 6M | +28.4% | +21.7% | +6.7% | +23.1% |
| YTD | +20.8% | +18.8% | +1.9% | +16.2% |
| 1Y | +43.4% | +86.5% | -43.0% | +26.5% |
| 3Y | +274.9% | +269.4% | +5.5% | +176.1% |
| All | +133.5% | +300.5% | -167.0% | +58.4% |
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