+114.4%
META vs TEVA
+278.3%
-163.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.2% | +6.3% | +6.5% |
| 7D | +10.3% | -1.7% | +12.0% | +10.5% |
| 30D | +9.9% | +2.0% | +7.9% | +9.6% |
| 3M | +11.9% | +7.0% | +5.0% | +10.8% |
| 6M | +1.2% | +17.0% | -15.8% | -1.4% |
| YTD | -0.8% | +18.1% | -18.9% | -3.4% |
| 1Y | -14.3% | +87.2% | -101.6% | -21.5% |
| All | +114.4% | +278.3% | -163.9% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling