+462.9%
META vs TEVA
+15.4%
+447.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.5% |
| 7D | +5.2% | +4.4% | +0.7% | +4.3% |
| 30D | -13.0% | +9.3% | -22.3% | -14.5% |
| 3M | +7.9% | +21.9% | -13.9% | +4.0% |
| 6M | +4.2% | +22.8% | -18.5% | -0.2% |
| YTD | -2.5% | +42.6% | -45.1% | -9.6% |
| 1Y | +5.6% | +74.2% | -68.7% | -5.8% |
| 3Y | +96.8% | +404.5% | -307.7% | +37.0% |
| 5Y | +90.0% | +367.9% | -277.9% | +31.5% |
| All | +462.9% | +15.4% | +447.5% | +293.6% |
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