+2,243.5%
JHX vs TEVA
+194.8%
+2,048.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.6% |
| 7D | -6.3% | +2.0% | -8.3% | -6.7% |
| 30D | -7.7% | +1.0% | -8.7% | -8.0% |
| 3M | +19.2% | +7.3% | +11.9% | +17.0% |
| 6M | +38.3% | +21.7% | +16.5% | +32.0% |
| YTD | +37.2% | +18.8% | +18.4% | +31.5% |
| 1Y | +42.3% | +86.5% | -44.2% | +22.9% |
| 3Y | -4.4% | +269.4% | -273.8% | -31.1% |
| 5Y | -26.4% | +303.6% | -330.0% | -49.8% |
| 10Y | +106.3% | -22.9% | +129.2% | +82.2% |
| All | +2,243.5% | +194.8% | +2,048.7% | +1,507.0% |
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