+5,074.9%
DELL vs TEVA
-27.3%
+5,102.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.0% | +9.9% | +11.6% |
| 7D | +8.2% | +2.0% | +6.2% | +7.9% |
| 30D | +17.1% | +1.0% | +16.1% | +17.0% |
| 3M | +45.2% | +7.3% | +37.8% | +42.7% |
| 6M | +286.8% | +21.7% | +265.0% | +269.8% |
| YTD | +354.8% | +18.8% | +335.9% | +336.4% |
| 1Y | +358.3% | +86.5% | +271.8% | +299.8% |
| 3Y | +724.9% | +269.4% | +455.5% | +512.9% |
| 5Y | +1,193.7% | +303.6% | +890.1% | +822.2% |
| 10Y | +4,433.8% | -22.9% | +4,456.7% | +3,139.0% |
| All | +5,074.9% | -27.3% | +5,102.2% | +3,569.9% |
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 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