+773.5%
EXPE vs TEVA
+52.2%
+721.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | -11.5% | -1.7% | -9.8% | -11.2% |
| 30D | -13.1% | +2.0% | -15.0% | -13.6% |
| 3M | +18.1% | +7.0% | +11.2% | +15.9% |
| 6M | +13.3% | +17.0% | -3.7% | +8.4% |
| YTD | -3.2% | +18.1% | -21.3% | -8.0% |
| 1Y | +26.1% | +87.2% | -61.1% | +5.9% |
| 3Y | +151.7% | +283.1% | -131.3% | +68.2% |
| 5Y | +88.3% | +298.4% | -210.0% | +20.1% |
| 10Y | +158.0% | -23.4% | +181.5% | +128.6% |
| All | +773.5% | +52.2% | +721.3% | +485.3% |
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 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