+16.6%
EIX vs TEVA
+106.6%
-90.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.3% | +3.1% |
| 7D | +4.5% | +4.7% | -0.2% | +4.1% |
| 30D | +15.2% | +5.5% | +9.7% | +14.6% |
| 3M | -11.6% | +21.6% | -33.1% | -13.0% |
| 6M | -8.4% | +18.4% | -26.7% | -9.5% |
| YTD | +8.2% | +34.1% | -25.9% | +4.6% |
| 1Y | +16.6% | +104.5% | -88.0% | +6.6% |
| All | +16.6% | +106.6% | -90.0% | +6.6% |
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