+37.6%
ITW vs TEVA
+300.5%
-263.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.9% |
| 7D | -0.7% | +2.0% | -2.7% | -0.9% |
| 30D | -8.3% | +1.0% | -9.3% | -8.5% |
| 3M | +6.0% | +7.3% | -1.3% | +5.0% |
| 6M | 0.0% | +21.7% | -21.7% | -2.6% |
| YTD | +10.2% | +18.8% | -8.6% | +7.6% |
| 1Y | +3.2% | +86.5% | -83.3% | -4.5% |
| 3Y | +21.0% | +269.4% | -248.4% | -0.8% |
| All | +37.6% | +300.5% | -263.0% | +7.5% |
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 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