+122.9%
MS vs TEVA
+368.9%
-246.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.2% | +0.4% |
| 7D | +5.1% | +4.4% | +0.6% | +4.2% |
| 30D | +5.7% | +9.3% | -3.6% | +3.9% |
| 3M | -12.2% | +21.9% | -34.0% | -15.5% |
| 6M | -0.5% | +22.8% | -23.3% | -4.7% |
| YTD | +9.8% | +42.6% | -32.8% | +1.8% |
| 1Y | +17.7% | +74.2% | -56.5% | +4.9% |
| 3Y | +176.8% | +404.5% | -227.7% | +85.7% |
| All | +122.9% | +368.9% | -246.0% | +50.8% |
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