+155.8%
EXC vs TEVA
-22.9%
+178.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.6% | -0.7% |
| 7D | -1.1% | +2.0% | -3.1% | -1.3% |
| 30D | -3.6% | +1.0% | -4.6% | -3.7% |
| 3M | -4.3% | +7.3% | -11.6% | -4.9% |
| 6M | -9.9% | +21.7% | -31.7% | -11.6% |
| YTD | +1.8% | +18.8% | -17.1% | 0.0% |
| 1Y | +2.9% | +86.5% | -83.6% | -3.0% |
| 3Y | +19.1% | +269.4% | -250.3% | +3.4% |
| 5Y | +44.8% | +303.6% | -258.8% | +22.7% |
| All | +155.8% | -22.9% | +178.8% | +126.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling