+217.8%
INTU vs TEVA
-22.9%
+240.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +2.5% |
| 7D | -3.3% | +2.0% | -5.4% | -3.7% |
| 30D | -3.9% | +1.0% | -4.9% | -4.1% |
| 3M | +16.6% | +7.3% | +9.3% | +15.1% |
| 6M | -26.4% | +21.7% | -48.2% | -29.2% |
| YTD | -51.0% | +18.8% | -69.8% | -52.8% |
| 1Y | -50.8% | +86.5% | -137.2% | -56.2% |
| 3Y | -40.1% | +269.4% | -309.5% | -53.9% |
| 5Y | -41.2% | +303.6% | -344.8% | -56.4% |
| All | +217.8% | -22.9% | +240.7% | +152.5% |
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 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