+12,455.6%
ECL vs TEVA
+6,991.7%
+5,463.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.4% | -2.2% |
| 7D | -2.7% | -1.7% | -1.0% | -2.5% |
| 30D | -4.3% | +2.0% | -6.3% | -4.6% |
| 3M | +3.2% | +7.0% | -3.7% | +2.1% |
| 6M | -2.9% | +17.0% | -19.9% | -5.4% |
| YTD | +4.3% | +18.1% | -13.8% | +1.4% |
| 1Y | +1.6% | +87.2% | -85.6% | -7.6% |
| 3Y | +54.3% | +283.1% | -228.8% | +23.8% |
| 5Y | +26.5% | +298.4% | -271.9% | -1.0% |
| 10Y | +155.6% | -23.4% | +179.0% | +130.2% |
| All | +12,455.6% | +6,991.7% | +5,463.8% | +7,188.8% |
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