+107.7%
COST vs TEVA
+300.5%
-192.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.8% | +0.1% |
| 7D | -1.2% | +2.0% | -3.2% | -1.4% |
| 30D | -4.7% | +1.0% | -5.7% | -4.8% |
| 3M | -7.1% | +7.3% | -14.4% | -7.8% |
| 6M | -8.5% | +21.7% | -30.3% | -10.4% |
| YTD | +5.4% | +18.8% | -13.5% | +3.5% |
| 1Y | -5.6% | +86.5% | -92.1% | -11.3% |
| 3Y | +68.5% | +269.4% | -200.9% | +42.5% |
| All | +107.7% | +300.5% | -192.8% | +71.1% |
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