+489.5%
F vs TEVA
+8,464.0%
-7,974.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.9% | -0.3% |
| 7D | -3.1% | +4.4% | -7.5% | -3.9% |
| 30D | 0.0% | +9.3% | -9.2% | -1.8% |
| 3M | -13.2% | +21.9% | -35.1% | -16.8% |
| 6M | -10.2% | +22.8% | -33.0% | -14.2% |
| YTD | -4.9% | +42.6% | -47.5% | -12.1% |
| 1Y | -6.1% | +74.2% | -80.3% | -16.6% |
| 3Y | +46.0% | +404.5% | -358.6% | +0.2% |
| 5Y | -15.7% | +367.9% | -383.6% | -42.3% |
| 10Y | +64.3% | +14.2% | +50.1% | +32.2% |
| All | +489.5% | +8,464.0% | -7,974.4% | +185.4% |
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