+5,436.0%
HON vs TEVA
+7,037.9%
-1,602.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.2% |
| 7D | -3.5% | +2.0% | -5.5% | -3.8% |
| 30D | -13.8% | +1.0% | -14.7% | -13.9% |
| 3M | -11.7% | +7.3% | -19.0% | -12.9% |
| 6M | -18.7% | +21.7% | -40.5% | -21.6% |
| YTD | +0.2% | +18.8% | -18.6% | -3.0% |
| 1Y | -3.1% | +86.5% | -89.5% | -13.0% |
| 3Y | +17.0% | +269.4% | -252.4% | -8.5% |
| 5Y | +2.0% | +303.6% | -301.6% | -23.4% |
| 10Y | +135.4% | -22.9% | +158.3% | +110.3% |
| All | +5,436.0% | +7,037.9% | -1,602.0% | +2,858.2% |
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