-33.7%
CMCSA vs TEVA
+280.8%
-314.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | 0.0% |
| 7D | -4.9% | +2.0% | -6.9% | -5.0% |
| 30D | -1.1% | +1.0% | -2.0% | -1.2% |
| 3M | +6.6% | +7.3% | -0.8% | +5.8% |
| 6M | -15.5% | +21.7% | -37.2% | -17.1% |
| YTD | -6.7% | +18.8% | -25.5% | -8.3% |
| 1Y | -15.6% | +86.5% | -102.1% | -20.4% |
| 3Y | -33.7% | +269.4% | -303.1% | -44.4% |
| All | -33.7% | +280.8% | -314.5% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling