+384.1%
GLW vs TEVA
+300.5%
+83.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.2% |
| 6M | +26.7% | +21.7% | +5.0% | +20.9% |
| YTD | +91.0% | +18.8% | +72.2% | +83.4% |
| 1Y | +122.4% | +86.5% | +35.9% | +95.3% |
| 3Y | +471.0% | +269.4% | +201.6% | +323.3% |
| All | +384.1% | +300.5% | +83.6% | +245.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling