+2,982.6%
EQT vs TEVA
+7,037.9%
-4,055.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.7% | -1.9% |
| 7D | -2.0% | +2.0% | -4.0% | -2.3% |
| 30D | 0.0% | +1.0% | -0.9% | -0.2% |
| 3M | +5.9% | +7.3% | -1.4% | +4.5% |
| 6M | -14.8% | +21.7% | -36.5% | -18.0% |
| YTD | +1.8% | +18.8% | -17.1% | -1.9% |
| 1Y | +7.4% | +86.5% | -79.1% | -4.3% |
| 3Y | +33.6% | +269.4% | -235.8% | +3.0% |
| 5Y | +199.3% | +303.6% | -104.3% | +122.9% |
| 10Y | +50.0% | -22.9% | +72.9% | +30.7% |
| All | +2,982.6% | +7,037.9% | -4,055.3% | +1,969.3% |
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