+47.1%
CSX vs TEVA
+106.6%
-59.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.8% | +2.6% |
| 7D | +0.1% | +4.7% | -4.6% | -0.2% |
| 30D | +9.7% | +5.5% | +4.2% | +9.3% |
| 3M | +2.3% | +21.6% | -19.3% | +0.8% |
| 6M | +17.1% | +18.4% | -1.3% | +15.3% |
| YTD | +44.9% | +34.1% | +10.8% | +40.6% |
| 1Y | +47.1% | +104.5% | -57.4% | +42.6% |
| All | +47.1% | +106.6% | -59.5% | +42.6% |
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