+2,120.4%
CMCSA vs TEVA
+6,895.5%
-4,775.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.7% | +2.6% |
| 7D | -5.6% | -0.7% | -4.8% | -5.5% |
| 30D | -1.9% | -0.4% | -1.5% | -1.9% |
| 3M | +6.4% | +8.2% | -1.8% | +4.8% |
| 6M | -16.9% | +15.3% | -32.3% | -19.4% |
| YTD | -6.8% | +16.5% | -23.3% | -9.8% |
| 1Y | -15.9% | +85.7% | -101.6% | -25.0% |
| 3Y | -33.4% | +277.9% | -311.3% | -49.0% |
| 5Y | -46.7% | +295.5% | -342.2% | -60.5% |
| 10Y | +7.0% | -24.5% | +31.5% | -4.4% |
| All | +2,120.4% | +6,895.5% | -4,775.1% | +849.2% |
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