+17,047.2%
COR vs TEVA
+1,255.4%
+15,791.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.5% |
| 7D | -3.9% | -1.7% | -2.2% | -3.6% |
| 30D | -0.3% | +2.0% | -2.3% | -0.7% |
| 3M | +15.9% | +7.0% | +8.9% | +14.1% |
| 6M | -10.3% | +17.0% | -27.2% | -13.5% |
| YTD | -3.7% | +18.1% | -21.8% | -7.4% |
| 1Y | +9.1% | +87.2% | -78.2% | -4.6% |
| 3Y | +86.6% | +283.1% | -196.5% | +35.4% |
| 5Y | +180.9% | +298.4% | -117.5% | +93.9% |
| 10Y | +407.4% | -23.4% | +430.9% | +347.9% |
| All | +17,047.2% | +1,255.4% | +15,791.8% | +8,836.3% |
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