+9.6%
EIX vs TEVA
+93.8%
-84.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -19.1% | -0.2% | -18.9% | -19.1% |
| 30D | -16.9% | +4.7% | -21.6% | -17.1% |
| 3M | -20.0% | +5.6% | -25.6% | -20.2% |
| 6M | -21.3% | +10.5% | -31.8% | -22.0% |
| YTD | -1.7% | +16.5% | -18.2% | -3.4% |
| 1Y | +9.6% | +96.8% | -87.2% | +3.5% |
| All | +9.6% | +93.8% | -84.3% | +3.5% |
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