+9,772.3%
CSX vs TEVA
+6,897.5%
+2,874.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | -3.1% | +4.7% | -7.8% | -3.8% |
| 3M | +7.2% | +5.6% | +1.6% | +6.0% |
| 6M | +16.2% | +10.5% | +5.7% | +13.8% |
| YTD | +37.5% | +16.5% | +21.0% | +33.6% |
| 1Y | +53.2% | +96.8% | -43.5% | +36.9% |
| 3Y | +68.2% | +269.5% | -201.3% | +32.6% |
| 5Y | +65.2% | +283.5% | -218.3% | +26.3% |
| 10Y | +504.1% | -25.9% | +530.1% | +442.3% |
| All | +9,772.3% | +6,897.5% | +2,874.8% | +5,454.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling