+7,723.6%
EOG vs TEVA
+7,037.9%
+685.6%
-77.1%
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% | -0.4% |
| 7D | +1.5% | +2.0% | -0.5% | +1.1% |
| 30D | +2.9% | +1.0% | +2.0% | +2.7% |
| 3M | +8.7% | +7.3% | +1.4% | +7.1% |
| 6M | +12.9% | +21.7% | -8.8% | +8.0% |
| YTD | +43.8% | +18.8% | +25.0% | +37.9% |
| 1Y | +27.1% | +86.5% | -59.4% | +11.3% |
| 3Y | +25.9% | +269.4% | -243.5% | -6.8% |
| 5Y | +177.9% | +303.6% | -125.7% | +96.5% |
| 10Y | +119.7% | -22.9% | +142.6% | +89.2% |
| All | +7,723.6% | +7,037.9% | +685.6% | +4,763.0% |
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