+113.5%
CSCO vs TEVA
+280.8%
-167.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.3% | +4.2% |
| 7D | +2.7% | +2.0% | +0.7% | +2.5% |
| 30D | -9.5% | +1.0% | -10.4% | -9.5% |
| 3M | -7.6% | +7.3% | -14.9% | -8.1% |
| 6M | +44.9% | +21.7% | +23.2% | +42.0% |
| YTD | +47.7% | +18.8% | +28.8% | +45.2% |
| 1Y | +69.1% | +86.5% | -17.4% | +60.3% |
| 3Y | +113.5% | +269.4% | -155.9% | +87.0% |
| All | +113.5% | +280.8% | -167.3% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling