+2,341.4%
MOD vs TEVA
+8,464.0%
-6,122.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.9% | +25.9% | +27.4% |
| 7D | +40.4% | +4.4% | +36.0% | +39.2% |
| 30D | -14.0% | +9.3% | -23.3% | -15.6% |
| 3M | -33.3% | +21.9% | -55.2% | -36.2% |
| 6M | -51.4% | +22.8% | -74.2% | -53.9% |
| YTD | +1.6% | +42.6% | -41.0% | -7.0% |
| 1Y | +5.4% | +74.2% | -68.9% | -7.7% |
| 3Y | +191.0% | +404.5% | -213.5% | +93.9% |
| 5Y | +1,093.1% | +367.9% | +725.2% | +688.4% |
| 10Y | +1,095.2% | +14.2% | +1,081.0% | +846.7% |
| All | +2,341.4% | +8,464.0% | -6,122.6% | +1,293.4% |
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