+23.5%
DIS vs TEVA
-22.9%
+46.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.3% |
| 7D | +1.2% | +2.0% | -0.8% | +0.8% |
| 30D | +3.2% | +1.0% | +2.3% | +3.0% |
| 3M | +7.0% | +7.3% | -0.3% | +5.4% |
| 6M | +6.4% | +21.7% | -15.3% | +2.3% |
| YTD | -5.6% | +18.8% | -24.5% | -9.1% |
| 1Y | -7.7% | +86.5% | -94.2% | -18.4% |
| 3Y | +33.2% | +269.4% | -236.2% | +0.6% |
| 5Y | -40.3% | +303.6% | -343.9% | -56.7% |
| All | +23.5% | -22.9% | +46.4% | -5.4% |
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 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