-24.8%
DPZ vs TEVA
+93.8%
-118.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | -2.5% | -0.2% | -2.3% | -2.6% |
| 30D | -7.0% | +4.7% | -11.7% | -7.0% |
| 3M | +11.6% | +5.6% | +6.0% | +11.4% |
| 6M | -15.2% | +10.5% | -25.7% | -15.3% |
| YTD | -17.2% | +16.5% | -33.8% | -17.3% |
| 1Y | -24.8% | +96.8% | -121.6% | -23.7% |
| All | -24.8% | +93.8% | -118.7% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling