+5,683.3%
OMC vs TEVA
+7,037.9%
-1,354.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.9% |
| 7D | -4.4% | +2.0% | -6.4% | -4.7% |
| 30D | -7.6% | +1.0% | -8.6% | -7.8% |
| 3M | +4.5% | +7.3% | -2.8% | +3.1% |
| 6M | -0.3% | +21.7% | -22.0% | -3.7% |
| YTD | -0.1% | +18.8% | -19.0% | -3.3% |
| 1Y | +4.6% | +86.5% | -81.8% | -5.8% |
| 3Y | +10.5% | +269.4% | -259.0% | -12.7% |
| 5Y | +31.7% | +303.6% | -271.9% | +0.3% |
| 10Y | +33.5% | -22.9% | +56.4% | +18.5% |
| All | +5,683.3% | +7,037.9% | -1,354.6% | +3,605.0% |
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