-72.2%
OPEN vs TEVA
+209.7%
-281.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -2.9% | -1.7% | -1.2% | -2.3% |
| 30D | -13.8% | +2.0% | -15.8% | -14.4% |
| 3M | -30.9% | +7.0% | -37.8% | -33.4% |
| 6M | -40.9% | +17.0% | -57.9% | -45.6% |
| YTD | -48.5% | +18.1% | -66.6% | -53.1% |
| 1Y | -50.9% | +87.2% | -138.1% | -63.8% |
| 3Y | -20.6% | +283.1% | -303.7% | -60.2% |
| 5Y | -84.2% | +298.4% | -382.5% | -92.4% |
| All | -72.2% | +209.7% | -281.9% | -86.0% |
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