+414.9%
CSX vs TEVA
+15.4%
+399.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | +6.0% | +4.4% | +1.5% | +5.3% |
| 30D | +7.8% | +9.3% | -1.5% | +6.4% |
| 3M | +4.1% | +21.9% | -17.8% | +1.1% |
| 6M | +17.9% | +22.8% | -4.8% | +14.1% |
| YTD | +44.9% | +42.6% | +2.3% | +36.9% |
| 1Y | +51.1% | +74.2% | -23.1% | +38.8% |
| 3Y | +78.3% | +404.5% | -326.3% | +35.5% |
| 5Y | +58.1% | +367.9% | -309.8% | +18.9% |
| All | +414.9% | +15.4% | +399.5% | +288.5% |
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