-35.7%
DOW vs TEVA
+280.8%
-316.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.3% |
| 7D | -1.4% | +2.0% | -3.4% | -1.7% |
| 30D | -3.9% | +1.0% | -4.9% | -4.1% |
| 3M | -12.7% | +7.3% | -20.0% | -13.7% |
| 6M | -13.7% | +21.7% | -35.4% | -16.9% |
| YTD | +28.4% | +18.8% | +9.5% | +24.0% |
| 1Y | +21.8% | +86.5% | -64.7% | +7.8% |
| 3Y | -35.7% | +269.4% | -305.1% | -49.4% |
| All | -35.7% | +280.8% | -316.5% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling