+1,154.5%
C vs TEVA
+6,974.4%
-5,819.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | +3.2% | +1.6% | +1.6% | +2.7% |
| 30D | +1.3% | +4.0% | -2.7% | +0.3% |
| 3M | +3.1% | +10.5% | -7.4% | +0.2% |
| 6M | +29.6% | +18.4% | +11.2% | +23.4% |
| YTD | +19.0% | +17.8% | +1.2% | +13.2% |
| 1Y | +45.6% | +90.5% | -44.8% | +22.4% |
| 3Y | +269.3% | +282.1% | -12.8% | +150.8% |
| 5Y | +131.6% | +291.9% | -160.3% | +50.2% |
| 10Y | +286.5% | -24.9% | +311.4% | +232.6% |
| All | +1,154.5% | +6,974.4% | -5,819.9% | +396.7% |
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 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