-10.9%
MSCI vs TEVA
+290.4%
-301.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.0% |
| 7D | -4.7% | -0.7% | -4.0% | -4.6% |
| 30D | -2.2% | -0.4% | -1.8% | -2.2% |
| 3M | -9.7% | +8.2% | -17.9% | -11.2% |
| 6M | +0.3% | +15.3% | -15.1% | -2.9% |
| YTD | -3.5% | +16.5% | -20.0% | -6.8% |
| 1Y | -1.4% | +85.7% | -87.1% | -13.2% |
| 3Y | +6.6% | +277.9% | -271.3% | -22.6% |
| 5Y | -10.9% | +295.5% | -306.4% | -37.9% |
| All | -10.9% | +290.4% | -301.4% | -37.9% |
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