+273.0%
EMR vs TEVA
-22.9%
+295.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.5% | +2.2% |
| 7D | -0.4% | +2.0% | -2.4% | -0.8% |
| 30D | -6.8% | +1.0% | -7.7% | -7.0% |
| 3M | +7.5% | +7.3% | +0.2% | +5.5% |
| 6M | +9.9% | +21.7% | -11.9% | +5.0% |
| YTD | +16.0% | +18.8% | -2.9% | +11.3% |
| 1Y | +12.4% | +86.5% | -74.0% | -2.1% |
| 3Y | +60.2% | +269.4% | -209.2% | +16.6% |
| 5Y | +67.9% | +303.6% | -235.7% | +16.3% |
| All | +273.0% | -22.9% | +295.9% | +169.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling