+615.0%
F vs TEVA
+6,897.5%
-6,282.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +5.3% | -0.2% | +5.6% | +5.4% |
| 30D | +4.6% | +4.7% | -0.1% | +3.6% |
| 3M | -3.7% | +5.6% | -9.3% | -5.0% |
| 6M | +16.8% | +10.5% | +6.3% | +14.0% |
| YTD | +15.3% | +16.5% | -1.2% | +11.3% |
| 1Y | +31.0% | +96.8% | -65.7% | +13.2% |
| 3Y | +45.4% | +269.5% | -224.1% | +6.3% |
| 5Y | +54.7% | +283.5% | -228.9% | +10.0% |
| 10Y | +98.2% | -25.9% | +124.2% | +73.8% |
| All | +615.0% | +6,897.5% | -6,282.4% | +261.2% |
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