+78.3%
CSX vs TEVA
+417.4%
-339.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | +6.0% | +4.4% | +1.5% | +5.7% |
| 30D | +7.8% | +9.3% | -1.5% | +7.1% |
| 3M | +4.1% | +21.9% | -17.8% | +2.6% |
| 6M | +17.9% | +22.8% | -4.8% | +16.0% |
| YTD | +44.9% | +42.6% | +2.3% | +40.6% |
| 1Y | +51.1% | +74.2% | -23.1% | +44.9% |
| 3Y | +78.3% | +404.5% | -326.3% | +63.0% |
| All | +78.3% | +417.4% | -339.2% | +63.0% |
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