+4,893.4%
GLW vs TEVA
+6,974.4%
-2,081.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.1% | +6.5% | +7.3% |
| 7D | +14.0% | +1.6% | +12.4% | +13.6% |
| 30D | +0.4% | +4.0% | -3.6% | -0.6% |
| 3M | -11.3% | +10.5% | -21.9% | -13.7% |
| 6M | +35.1% | +18.4% | +16.7% | +29.1% |
| YTD | +90.5% | +17.8% | +72.8% | +82.5% |
| 1Y | +132.0% | +90.5% | +41.6% | +99.7% |
| 3Y | +463.3% | +282.1% | +181.2% | +304.0% |
| 5Y | +382.5% | +291.9% | +90.6% | +233.5% |
| 10Y | +837.6% | -24.9% | +862.5% | +720.5% |
| All | +4,893.4% | +6,974.4% | -2,081.0% | +2,031.5% |
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