+216,799.2%
CSCO vs TEVA
+7,126.1%
+209,673.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.5% |
| 7D | -1.1% | -0.7% | -0.3% | -0.9% |
| 30D | -10.8% | -0.4% | -10.4% | -10.8% |
| 3M | -9.2% | +8.2% | -17.5% | -11.1% |
| 6M | +39.5% | +15.3% | +24.2% | +34.1% |
| YTD | +41.5% | +16.5% | +25.0% | +35.6% |
| 1Y | +61.0% | +85.7% | -24.8% | +38.2% |
| 3Y | +105.2% | +277.9% | -172.7% | +44.2% |
| 5Y | +113.4% | +295.5% | -182.1% | +42.7% |
| 10Y | +368.7% | -24.5% | +393.1% | +307.6% |
| All | +216,799.2% | +7,126.1% | +209,673.0% | +63,695.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling