+128.9%
EMB vs TEVA
+5.3%
+123.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.2% |
| 7D | -1.2% | +2.0% | -3.2% | -1.3% |
| 30D | -1.3% | +1.0% | -2.2% | -1.3% |
| 3M | -1.8% | +7.3% | -9.1% | -2.2% |
| 6M | +0.2% | +21.7% | -21.5% | -1.0% |
| YTD | +0.4% | +18.8% | -18.5% | -0.7% |
| 1Y | +2.8% | +86.5% | -83.7% | -0.8% |
| 3Y | +29.1% | +269.4% | -240.3% | +19.0% |
| 5Y | +6.3% | +303.6% | -297.3% | -3.5% |
| 10Y | +29.6% | -22.9% | +52.5% | +22.9% |
| All | +128.9% | +5.3% | +123.7% | +110.1% |
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