+184.8%
COP vs TEVA
+300.5%
-115.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | 0.0% |
| 7D | +2.3% | +2.0% | +0.3% | +2.1% |
| 30D | +8.6% | +1.0% | +7.7% | +8.5% |
| 3M | +19.9% | +7.3% | +12.5% | +18.7% |
| 6M | +19.0% | +21.7% | -2.7% | +15.7% |
| YTD | +50.0% | +18.8% | +31.1% | +46.0% |
| 1Y | +50.5% | +86.5% | -36.0% | +37.5% |
| 3Y | +25.2% | +269.4% | -244.2% | -0.7% |
| All | +184.8% | +300.5% | -115.8% | +114.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling