+44.7%
EWZ vs TEVA
+278.3%
-233.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -0.1% | -1.7% | +1.7% | +0.2% |
| 30D | +8.2% | +2.0% | +6.2% | +7.9% |
| 3M | +13.3% | +7.0% | +6.3% | +12.1% |
| 6M | +3.6% | +17.0% | -13.4% | +0.8% |
| YTD | +21.0% | +18.1% | +2.9% | +17.7% |
| 1Y | +34.7% | +87.2% | -52.6% | +22.9% |
| All | +44.7% | +278.3% | -233.6% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling