-10.2%
DOW vs TEVA
+115.5%
-125.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | -2.4% | -0.7% | -1.6% | -2.2% |
| 30D | -4.1% | -0.4% | -3.7% | -4.1% |
| 3M | -12.4% | +8.2% | -20.7% | -14.5% |
| 6M | -10.6% | +15.3% | -25.9% | -14.9% |
| YTD | +31.1% | +16.5% | +14.6% | +24.3% |
| 1Y | +30.5% | +85.7% | -55.2% | +8.9% |
| 3Y | -34.4% | +277.9% | -312.3% | -56.8% |
| 5Y | -35.5% | +295.5% | -331.0% | -60.0% |
| All | -10.2% | +115.5% | -125.7% | -44.3% |
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