+1,525.1%
JBL vs TEVA
-22.9%
+1,548.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.0% | +3.0% | +4.6% |
| 7D | +2.4% | +2.0% | +0.4% | +2.0% |
| 30D | -13.1% | +1.0% | -14.1% | -13.4% |
| 3M | -15.6% | +7.3% | -22.9% | -17.5% |
| 6M | +24.6% | +21.7% | +2.8% | +17.8% |
| YTD | +39.6% | +18.8% | +20.8% | +32.7% |
| 1Y | +48.6% | +86.5% | -37.9% | +26.0% |
| 3Y | +197.3% | +269.4% | -72.2% | +105.1% |
| 5Y | +413.0% | +303.6% | +109.4% | +233.7% |
| All | +1,525.1% | -22.9% | +1,548.0% | +1,033.9% |
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