+1,527.5%
META vs TEVA
+9.2%
+1,518.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +6.7% | -0.2% | +6.9% | +6.7% |
| 30D | +4.8% | +4.7% | 0.0% | +3.8% |
| 3M | -1.6% | +5.6% | -7.2% | -3.1% |
| 6M | -7.5% | +10.5% | -18.0% | -9.9% |
| YTD | -6.4% | +16.5% | -22.9% | -9.9% |
| 1Y | -17.3% | +96.8% | -114.1% | -28.7% |
| 3Y | +109.9% | +269.5% | -159.6% | +53.9% |
| 5Y | +65.4% | +283.5% | -218.2% | +17.8% |
| 10Y | +391.8% | -25.9% | +417.8% | +321.3% |
| All | +1,527.5% | +9.2% | +1,518.3% | +1,188.8% |
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 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