+1,455.0%
DIS vs TEVA
+6,974.4%
-5,519.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -1.1% | +1.6% | -2.7% | -1.4% |
| 30D | +0.1% | +4.0% | -3.8% | -0.5% |
| 3M | +7.1% | +10.5% | -3.4% | +5.0% |
| 6M | +4.3% | +18.4% | -14.1% | +0.7% |
| YTD | -6.9% | +17.8% | -24.7% | -10.2% |
| 1Y | -10.3% | +90.5% | -100.8% | -20.7% |
| 3Y | +32.8% | +282.1% | -249.3% | +1.2% |
| 5Y | -41.5% | +291.9% | -333.4% | -56.6% |
| 10Y | +21.2% | -24.9% | +46.1% | +7.2% |
| All | +1,455.0% | +6,974.4% | -5,519.4% | +724.0% |
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