-9.4%
CRM vs TEVA
+81.5%
-90.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.4% | +2.2% |
| 7D | -6.2% | +4.7% | -10.9% | -6.3% |
| 30D | -1.2% | +5.5% | -6.7% | -1.3% |
| 3M | +19.1% | +21.6% | -2.4% | +17.9% |
| 6M | +23.0% | +18.4% | +4.6% | +21.1% |
| YTD | -13.7% | +34.1% | -47.8% | -18.2% |
| All | -9.4% | +81.5% | -90.8% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling