+379.9%
CSCO vs TEVA
-22.9%
+402.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.3% | +4.1% |
| 7D | +2.7% | +2.0% | +0.7% | +2.4% |
| 30D | -9.5% | +1.0% | -10.4% | -9.6% |
| 3M | -7.6% | +7.3% | -14.9% | -8.8% |
| 6M | +44.9% | +21.7% | +23.2% | +39.9% |
| YTD | +47.7% | +18.8% | +28.8% | +43.1% |
| 1Y | +69.1% | +86.5% | -17.4% | +52.5% |
| 3Y | +113.5% | +269.4% | -155.9% | +68.2% |
| 5Y | +122.8% | +303.6% | -180.8% | +68.4% |
| All | +379.9% | -22.9% | +402.9% | +282.1% |
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 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