+54.4%
CVS vs TEVA
+280.8%
-226.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.7% |
| 7D | -2.2% | +2.0% | -4.2% | -2.2% |
| 30D | -0.1% | +1.0% | -1.0% | -0.1% |
| 3M | -5.2% | +7.3% | -12.5% | -5.4% |
| 6M | +26.9% | +21.7% | +5.2% | +26.2% |
| YTD | +22.1% | +18.8% | +3.2% | +21.5% |
| 1Y | +30.8% | +86.5% | -55.7% | +29.9% |
| 3Y | +54.4% | +269.4% | -215.0% | +40.9% |
| All | +54.4% | +280.8% | -226.4% | +40.9% |
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