+27.4%
O vs TEVA
+280.8%
-253.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.2% | -0.2% |
| 7D | -2.9% | +2.0% | -4.9% | -2.9% |
| 30D | -4.5% | +1.0% | -5.5% | -4.6% |
| 3M | -2.6% | +7.3% | -10.0% | -3.0% |
| 6M | -5.6% | +21.7% | -27.4% | -6.5% |
| YTD | +9.3% | +18.8% | -9.6% | +8.3% |
| 1Y | +4.3% | +86.5% | -82.2% | +1.6% |
| 3Y | +27.4% | +269.4% | -242.0% | +19.7% |
| All | +27.4% | +280.8% | -253.4% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling