+2,272.4%
JCI vs TEVA
+6,895.5%
-4,623.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.2% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | -7.7% | -0.4% | -7.4% | -7.7% |
| 3M | +2.8% | +8.2% | -5.5% | +1.1% |
| 6M | +7.2% | +15.3% | -8.1% | +4.0% |
| YTD | +20.0% | +16.5% | +3.5% | +16.0% |
| 1Y | +33.3% | +85.7% | -52.5% | +18.7% |
| 3Y | +161.3% | +277.9% | -116.5% | +100.1% |
| 5Y | +108.8% | +295.5% | -186.8% | +54.6% |
| 10Y | +334.6% | -24.5% | +359.1% | +286.9% |
| All | +2,272.4% | +6,895.5% | -4,623.2% | +1,009.5% |
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 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