+5,285.6%
O vs TEVA
+1,372.7%
+3,912.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.3% | -1.7% | -0.6% | -2.0% |
| 30D | -2.4% | +2.0% | -4.4% | -2.7% |
| 3M | -0.6% | +7.0% | -7.6% | -1.7% |
| 6M | -5.0% | +17.0% | -22.0% | -7.4% |
| YTD | +10.4% | +18.1% | -7.7% | +7.4% |
| 1Y | +6.6% | +87.2% | -80.7% | -2.9% |
| 3Y | +28.4% | +283.1% | -254.7% | +3.2% |
| 5Y | +15.3% | +298.4% | -283.1% | -10.0% |
| 10Y | +55.3% | -23.4% | +78.7% | +41.3% |
| All | +5,285.6% | +1,372.7% | +3,912.9% | +3,664.3% |
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