+1,925.8%
MRVL vs TEVA
-22.9%
+1,948.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +3.5% |
| 7D | +5.6% | +2.0% | +3.6% | +5.1% |
| 30D | +8.8% | +1.0% | +7.8% | +8.5% |
| 3M | -15.9% | +7.3% | -23.2% | -17.8% |
| 6M | +161.3% | +21.7% | +139.5% | +145.9% |
| YTD | +178.2% | +18.8% | +159.4% | +162.9% |
| 1Y | +255.3% | +86.5% | +168.8% | +197.7% |
| 3Y | +323.1% | +269.4% | +53.7% | +187.8% |
| 5Y | +293.2% | +303.6% | -10.4% | +155.0% |
| All | +1,925.8% | -22.9% | +1,948.7% | +1,383.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling