+287.5%
CAH vs TEVA
-22.9%
+310.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.7% | -1.0% |
| 7D | -5.1% | +2.0% | -7.1% | -5.5% |
| 30D | +0.2% | +1.0% | -0.8% | 0.0% |
| 3M | +6.3% | +7.3% | -1.0% | +4.6% |
| 6M | +9.4% | +21.7% | -12.3% | +4.7% |
| YTD | +15.0% | +18.8% | -3.9% | +10.5% |
| 1Y | +55.4% | +86.5% | -31.0% | +36.3% |
| 3Y | +173.8% | +269.4% | -95.6% | +100.1% |
| 5Y | +395.2% | +303.6% | +91.6% | +239.5% |
| All | +287.5% | -22.9% | +310.4% | +243.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling