+2,500.0%
ELV vs TEVA
+196.8%
+2,303.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.1% |
| 7D | +3.2% | +2.0% | +1.2% | +2.8% |
| 30D | +5.4% | +1.0% | +4.4% | +5.1% |
| 3M | +5.4% | +7.3% | -2.0% | +3.5% |
| 6M | +45.7% | +21.7% | +24.0% | +39.5% |
| YTD | +21.2% | +18.8% | +2.4% | +16.4% |
| 1Y | +35.6% | +86.5% | -50.9% | +18.9% |
| 3Y | -2.0% | +269.4% | -271.4% | -28.1% |
| 5Y | +26.0% | +303.6% | -277.6% | -12.8% |
| 10Y | +278.7% | -22.9% | +301.7% | +247.6% |
| All | +2,500.0% | +196.8% | +2,303.2% | +1,488.7% |
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 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