+1,184.7%
ENTG vs TEVA
+254.1%
+930.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.6% | -3.5% |
| 7D | +5.1% | -0.7% | +5.9% | +5.4% |
| 30D | -8.5% | -0.4% | -8.2% | -8.5% |
| 3M | +6.7% | +8.2% | -1.5% | +2.9% |
| 6M | +17.7% | +15.3% | +2.4% | +11.1% |
| YTD | +63.5% | +16.5% | +47.0% | +53.6% |
| 1Y | +73.6% | +85.7% | -12.2% | +38.9% |
| 3Y | +44.6% | +277.9% | -233.3% | -12.7% |
| 5Y | +16.1% | +295.5% | -279.4% | -33.6% |
| 10Y | +775.8% | -24.5% | +800.3% | +663.3% |
| All | +1,184.7% | +254.1% | +930.6% | +617.6% |
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