+2,285.6%
D vs TEVA
+6,974.4%
-4,688.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | +0.8% | +1.6% | -0.8% | +0.7% |
| 30D | -0.7% | +4.0% | -4.7% | -1.0% |
| 3M | +2.1% | +10.5% | -8.4% | +1.3% |
| 6M | +6.8% | +18.4% | -11.6% | +5.4% |
| YTD | +16.5% | +17.8% | -1.2% | +15.0% |
| 1Y | +19.2% | +90.5% | -71.3% | +13.7% |
| 3Y | +61.9% | +282.1% | -220.3% | +45.8% |
| 5Y | +6.5% | +291.9% | -285.4% | -5.3% |
| 10Y | +35.3% | -24.9% | +60.1% | +28.1% |
| All | +2,285.6% | +6,974.4% | -4,688.8% | +1,880.4% |
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