+238.0%
GM vs TEVA
-12.4%
+250.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.1% |
| 7D | -2.4% | +2.0% | -4.4% | -2.9% |
| 30D | -1.1% | +1.0% | -2.1% | -1.5% |
| 3M | +6.1% | +7.3% | -1.2% | +3.8% |
| 6M | +15.0% | +21.7% | -6.8% | +8.5% |
| YTD | +6.0% | +18.8% | -12.9% | +0.5% |
| 1Y | +47.1% | +86.5% | -39.4% | +23.6% |
| 3Y | +170.5% | +269.4% | -98.9% | +80.3% |
| 5Y | +80.5% | +303.6% | -223.1% | +13.8% |
| 10Y | +238.7% | -22.9% | +261.6% | +187.4% |
| All | +238.0% | -12.4% | +250.4% | +143.7% |
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