-12.1%
DOW vs TEVA
+119.9%
-131.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.5% |
| 7D | -1.4% | +2.0% | -3.4% | -1.9% |
| 30D | -3.9% | +1.0% | -4.9% | -4.2% |
| 3M | -12.7% | +7.3% | -20.0% | -14.5% |
| 6M | -13.7% | +21.7% | -35.4% | -18.9% |
| YTD | +28.4% | +18.8% | +9.5% | +21.2% |
| 1Y | +21.8% | +86.5% | -64.7% | +1.5% |
| 3Y | -35.7% | +269.4% | -305.1% | -57.4% |
| 5Y | -36.8% | +303.6% | -340.4% | -61.0% |
| All | -12.1% | +119.9% | -131.9% | -45.7% |
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