-40.7%
DIS vs TEVA
+290.4%
-331.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +2.9% | +1.8% |
| 7D | -1.3% | -0.7% | -0.5% | -1.1% |
| 30D | +2.2% | -0.4% | +2.6% | +2.2% |
| 3M | +8.1% | +8.2% | -0.1% | +6.3% |
| 6M | +5.2% | +15.3% | -10.1% | +1.9% |
| YTD | -6.3% | +16.5% | -22.7% | -9.6% |
| 1Y | -7.3% | +85.7% | -93.0% | -18.7% |
| 3Y | +33.8% | +277.9% | -244.1% | -4.6% |
| 5Y | -40.7% | +295.5% | -336.3% | -60.9% |
| All | -40.7% | +290.4% | -331.2% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling