+67.1%
CSX vs TEVA
+278.3%
-211.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -0.6% | -1.7% | +1.1% | -0.5% |
| 30D | -3.2% | +2.0% | -5.2% | -3.4% |
| 3M | +2.6% | +7.0% | -4.4% | +1.9% |
| 6M | +19.8% | +17.0% | +2.8% | +18.0% |
| YTD | +34.7% | +18.1% | +16.6% | +32.5% |
| 1Y | +52.1% | +87.2% | -35.1% | +45.1% |
| All | +67.1% | +278.3% | -211.2% | +49.3% |
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