+169.7%
EXE vs TEVA
+184.4%
-14.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.4% |
| 7D | -3.1% | +2.0% | -5.2% | -3.4% |
| 30D | -0.9% | +1.0% | -1.9% | -1.1% |
| 3M | +9.6% | +7.3% | +2.2% | +8.2% |
| 6M | -11.6% | +21.7% | -33.3% | -14.5% |
| YTD | -12.6% | +18.8% | -31.4% | -15.3% |
| 1Y | +1.2% | +86.5% | -85.3% | -8.9% |
| 3Y | +18.0% | +269.4% | -251.4% | -9.7% |
| 5Y | +101.1% | +303.6% | -202.5% | +45.9% |
| All | +169.7% | +184.4% | -14.7% | +113.2% |
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