+443.1%
EWZ vs TEVA
+259.0%
+184.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.7% |
| 7D | +5.6% | +1.6% | +4.0% | +5.2% |
| 30D | +9.3% | +4.0% | +5.3% | +8.1% |
| 3M | +15.7% | +10.5% | +5.2% | +12.2% |
| 6M | +7.4% | +18.4% | -11.0% | +1.9% |
| YTD | +22.7% | +17.8% | +4.9% | +16.4% |
| 1Y | +36.4% | +90.5% | -54.1% | +13.4% |
| 3Y | +50.4% | +282.1% | -231.7% | -1.4% |
| 5Y | +67.6% | +291.9% | -224.3% | +3.7% |
| 10Y | +84.1% | -24.9% | +108.9% | +65.0% |
| All | +443.1% | +259.0% | +184.1% | +207.0% |
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