+160.0%
EXPE vs TEVA
-22.9%
+183.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.0% |
| 7D | -5.8% | +2.0% | -7.8% | -6.2% |
| 30D | -13.6% | +1.0% | -14.6% | -13.9% |
| 3M | +25.2% | +7.3% | +17.9% | +23.0% |
| 6M | +22.3% | +21.7% | +0.6% | +17.0% |
| YTD | -0.3% | +18.8% | -19.1% | -4.5% |
| 1Y | +27.8% | +86.5% | -58.7% | +10.7% |
| 3Y | +162.4% | +269.4% | -107.0% | +89.6% |
| 5Y | +95.8% | +303.6% | -207.8% | +34.6% |
| All | +160.0% | -22.9% | +183.0% | +61.3% |
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