+3,795.2%
EMR vs TEVA
+6,895.5%
-3,100.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -1.1% |
| 7D | -1.2% | -0.7% | -0.5% | -1.1% |
| 30D | -9.4% | -0.4% | -9.1% | -9.4% |
| 3M | +8.6% | +8.2% | +0.3% | +6.7% |
| 6M | +6.7% | +15.3% | -8.6% | +3.5% |
| YTD | +13.1% | +16.5% | -3.4% | +9.5% |
| 1Y | +12.7% | +85.7% | -73.0% | 0.0% |
| 3Y | +58.1% | +277.9% | -219.8% | +20.4% |
| 5Y | +63.6% | +295.5% | -231.9% | +20.8% |
| 10Y | +272.4% | -24.5% | +296.9% | +227.5% |
| All | +3,795.2% | +6,895.5% | -3,100.3% | +2,076.6% |
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 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