+9,034.5%
ITW vs TEVA
+7,037.9%
+1,996.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.8% |
| 7D | -0.7% | +2.0% | -2.7% | -1.0% |
| 30D | -8.3% | +1.0% | -9.3% | -8.5% |
| 3M | +6.0% | +7.3% | -1.3% | +4.7% |
| 6M | 0.0% | +21.7% | -21.7% | -3.3% |
| YTD | +10.2% | +18.8% | -8.6% | +6.9% |
| 1Y | +3.2% | +86.5% | -83.3% | -6.7% |
| 3Y | +21.0% | +269.4% | -248.4% | -3.8% |
| 5Y | +37.9% | +303.6% | -265.7% | +5.6% |
| 10Y | +193.2% | -22.9% | +216.1% | +162.8% |
| All | +9,034.5% | +7,037.9% | +1,996.6% | +5,066.3% |
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