+338.5%
COP vs TEVA
-22.9%
+361.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.2% |
| 7D | +2.3% | +2.0% | +0.3% | +1.9% |
| 30D | +8.6% | +1.0% | +7.7% | +8.3% |
| 3M | +19.9% | +7.3% | +12.5% | +17.8% |
| 6M | +19.0% | +21.7% | -2.7% | +13.3% |
| YTD | +50.0% | +18.8% | +31.1% | +43.1% |
| 1Y | +50.5% | +86.5% | -36.0% | +29.7% |
| 3Y | +25.2% | +269.4% | -244.2% | -11.6% |
| 5Y | +194.3% | +303.6% | -109.3% | +95.2% |
| All | +338.5% | -22.9% | +361.4% | +169.7% |
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 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