+34,147.2%
LOW vs TEVA
+7,037.9%
+27,109.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.2% |
| 7D | -3.7% | +2.0% | -5.7% | -4.1% |
| 30D | -8.9% | +1.0% | -9.8% | -9.1% |
| 3M | -10.4% | +7.3% | -17.7% | -11.8% |
| 6M | -19.4% | +21.7% | -41.1% | -22.7% |
| YTD | -17.1% | +18.8% | -36.0% | -20.2% |
| 1Y | -26.3% | +86.5% | -112.7% | -35.0% |
| 3Y | -9.9% | +269.4% | -279.3% | -32.2% |
| 5Y | +6.1% | +303.6% | -297.5% | -23.9% |
| 10Y | +230.8% | -22.9% | +253.8% | +191.0% |
| All | +34,147.2% | +7,037.9% | +27,109.3% | +15,195.9% |
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 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