+851.8%
GLW vs TEVA
-22.9%
+874.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.6% |
| 7D | +7.8% | +2.0% | +5.8% | +7.5% |
| 30D | -0.4% | +1.0% | -1.4% | -0.7% |
| 3M | -5.6% | +7.3% | -12.9% | -7.3% |
| 6M | +26.7% | +21.7% | +5.0% | +20.9% |
| YTD | +91.0% | +18.8% | +72.2% | +83.2% |
| 1Y | +122.4% | +86.5% | +35.9% | +94.5% |
| 3Y | +471.0% | +269.4% | +201.6% | +322.5% |
| 5Y | +385.6% | +303.6% | +82.1% | +242.6% |
| All | +851.8% | -22.9% | +874.8% | +630.8% |
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