+2,357.9%
EXC vs TEVA
+6,974.4%
-4,616.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | +1.2% | +1.6% | -0.3% | +1.1% |
| 30D | -2.7% | +4.0% | -6.7% | -3.1% |
| 3M | -1.0% | +10.5% | -11.5% | -2.0% |
| 6M | -9.3% | +18.4% | -27.7% | -10.9% |
| YTD | +3.6% | +17.8% | -14.2% | +1.7% |
| 1Y | +5.9% | +90.5% | -84.6% | -0.7% |
| 3Y | +21.3% | +282.1% | -260.8% | +4.8% |
| 5Y | +46.2% | +291.9% | -245.7% | +24.0% |
| 10Y | +151.5% | -24.9% | +176.3% | +133.2% |
| All | +2,357.9% | +6,974.4% | -4,616.5% | +1,643.8% |
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 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