+74.5%
META vs TEVA
+294.1%
-219.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.2% | +6.3% | +6.5% |
| 7D | +10.3% | -1.7% | +12.0% | +10.7% |
| 30D | +9.9% | +2.0% | +7.9% | +9.3% |
| 3M | +11.9% | +7.0% | +5.0% | +9.6% |
| 6M | +1.2% | +17.0% | -15.8% | -3.5% |
| YTD | -0.8% | +18.1% | -18.9% | -5.7% |
| 1Y | -14.3% | +87.2% | -101.6% | -28.0% |
| 3Y | +121.4% | +283.1% | -161.7% | +39.5% |
| 5Y | +74.5% | +298.4% | -223.9% | +2.8% |
| All | +74.5% | +294.1% | -219.7% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling