+1,560.5%
META vs TEVA
+29.8%
+1,530.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -3.9% | -2.4% |
| 7D | -0.2% | +3.3% | -3.5% | -0.8% |
| 30D | -15.4% | +5.0% | -20.4% | -16.2% |
| 3M | +5.0% | +18.5% | -13.5% | +1.6% |
| 6M | +5.2% | +20.6% | -15.5% | +0.9% |
| YTD | -4.5% | +38.5% | -43.0% | -11.1% |
| 1Y | +0.6% | +72.1% | -71.5% | -10.2% |
| 3Y | +93.1% | +398.2% | -305.1% | +33.8% |
| 5Y | +93.7% | +353.2% | -259.6% | +34.1% |
| 10Y | +433.3% | +11.0% | +422.4% | +320.2% |
| All | +1,560.5% | +29.8% | +1,530.6% | +1,172.3% |
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