+179.3%
COR vs TEVA
+300.5%
-121.2%
-32.4%
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% | +0.1% |
| 7D | -2.8% | +2.0% | -4.8% | -3.0% |
| 30D | +2.6% | +1.0% | +1.6% | +2.5% |
| 3M | +14.5% | +7.3% | +7.1% | +13.8% |
| 6M | -7.8% | +21.7% | -29.5% | -9.3% |
| YTD | -4.2% | +18.8% | -23.1% | -5.5% |
| 1Y | +7.0% | +86.5% | -79.5% | +2.5% |
| 3Y | +85.5% | +269.4% | -183.9% | +66.7% |
| All | +179.3% | +300.5% | -121.2% | +144.0% |
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