+4,569.6%
COP vs TEVA
+6,991.7%
-2,422.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.5% | -1.7% | +1.2% | -0.2% |
| 30D | +11.7% | +2.0% | +9.7% | +11.3% |
| 3M | +17.7% | +7.0% | +10.7% | +16.2% |
| 6M | +18.3% | +17.0% | +1.3% | +14.7% |
| YTD | +49.1% | +18.1% | +31.0% | +44.1% |
| 1Y | +53.3% | +87.2% | -33.9% | +37.3% |
| 3Y | +22.2% | +283.1% | -260.9% | -5.0% |
| 5Y | +193.3% | +298.4% | -105.1% | +121.4% |
| 10Y | +340.2% | -23.4% | +363.7% | +282.6% |
| All | +4,569.6% | +6,991.7% | -2,422.1% | +3,075.5% |
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