+851.5%
DE vs TEVA
-22.9%
+874.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.4% | -0.7% |
| 7D | -2.6% | +2.0% | -4.6% | -2.9% |
| 30D | +9.0% | +1.0% | +8.1% | +8.8% |
| 3M | +19.1% | +7.3% | +11.8% | +17.4% |
| 6M | +14.4% | +21.7% | -7.3% | +10.0% |
| YTD | +45.9% | +18.8% | +27.1% | +40.9% |
| 1Y | +43.6% | +86.5% | -42.9% | +27.8% |
| 3Y | +75.9% | +269.4% | -193.5% | +34.4% |
| 5Y | +98.8% | +303.6% | -204.8% | +45.3% |
| All | +851.5% | -22.9% | +874.4% | +627.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling