+35.6%
EWZ vs TEVA
+93.8%
-58.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +6.5% | -0.2% | +6.7% | +6.5% |
| 30D | +4.8% | +4.7% | +0.1% | +4.1% |
| 3M | +9.9% | +5.6% | +4.3% | +9.1% |
| 6M | +1.9% | +10.5% | -8.5% | -0.4% |
| YTD | +20.3% | +16.5% | +3.8% | +16.7% |
| 1Y | +35.6% | +96.8% | -61.1% | +22.6% |
| All | +35.6% | +93.8% | -58.2% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling