-74.2%
OPEN vs TEVA
+211.7%
-285.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.2% |
| 7D | -11.4% | +2.0% | -13.4% | -12.1% |
| 30D | -20.1% | +1.0% | -21.0% | -20.3% |
| 3M | -37.6% | +7.3% | -44.9% | -39.9% |
| 6M | -47.1% | +21.7% | -68.8% | -52.0% |
| YTD | -52.1% | +18.8% | -71.0% | -56.5% |
| 1Y | -73.5% | +86.5% | -160.0% | -80.4% |
| 3Y | -24.4% | +269.4% | -293.8% | -61.3% |
| 5Y | -85.1% | +303.6% | -388.7% | -92.9% |
| All | -74.2% | +211.7% | -285.9% | -87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling