+488.5%
CSX vs TEVA
-24.5%
+513.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.7% | +1.6% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | -1.5% | -0.4% | -1.2% | -1.5% |
| 3M | +6.0% | +8.2% | -2.3% | +4.6% |
| 6M | +20.6% | +15.3% | +5.2% | +17.6% |
| YTD | +36.5% | +16.5% | +20.0% | +32.9% |
| 1Y | +55.0% | +85.7% | -30.8% | +40.7% |
| 3Y | +70.8% | +277.9% | -207.1% | +35.5% |
| 5Y | +69.6% | +295.5% | -226.0% | +30.4% |
| All | +488.5% | -24.5% | +513.0% | +377.5% |
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