+1,057.8%
EIX vs TEVA
+6,895.5%
-5,837.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | +0.8% | -0.7% | +1.5% | +0.9% |
| 30D | -18.8% | -0.4% | -18.4% | -18.8% |
| 3M | -19.7% | +8.2% | -27.9% | -20.5% |
| 6M | -18.2% | +15.3% | -33.6% | -19.8% |
| YTD | -1.7% | +16.5% | -18.2% | -3.8% |
| 1Y | +7.8% | +85.7% | -78.0% | -0.1% |
| 3Y | -5.6% | +277.9% | -283.5% | -20.6% |
| 5Y | +23.7% | +295.5% | -271.9% | +1.7% |
| 10Y | +21.4% | -24.5% | +45.9% | +11.4% |
| All | +1,057.8% | +6,895.5% | -5,837.7% | +717.3% |
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