+60.7%
COP vs TEVA
+106.6%
-45.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.0% | -5.2% |
| 7D | -8.1% | +4.7% | -12.8% | -8.0% |
| 30D | +6.7% | +5.5% | +1.1% | +6.8% |
| 3M | +16.9% | +21.6% | -4.7% | +17.7% |
| 6M | +11.2% | +18.4% | -7.2% | +11.7% |
| YTD | +49.5% | +34.1% | +15.4% | +50.9% |
| 1Y | +60.7% | +104.5% | -43.9% | +59.2% |
| All | +60.7% | +106.6% | -45.9% | +59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling