+238.9%
CRM vs TEVA
-22.9%
+261.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.6% |
| 7D | -4.4% | +2.0% | -6.4% | -4.8% |
| 30D | +28.1% | +1.0% | +27.2% | +27.8% |
| 3M | +48.8% | +7.3% | +41.5% | +46.7% |
| 6M | +28.3% | +21.7% | +6.5% | +23.2% |
| YTD | -6.0% | +18.8% | -24.9% | -9.6% |
| 1Y | +1.4% | +86.5% | -85.0% | -10.4% |
| 3Y | +11.8% | +269.4% | -257.6% | -15.4% |
| 5Y | -2.0% | +303.6% | -305.6% | -28.9% |
| All | +238.9% | -22.9% | +261.8% | +158.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling