+328.9%
ORCL vs TEVA
-22.9%
+351.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.8% | -2.0% |
| 7D | -5.4% | +2.0% | -7.4% | -5.6% |
| 30D | -2.0% | +1.0% | -2.9% | -2.1% |
| 3M | -18.1% | +7.3% | -25.4% | -19.0% |
| 6M | -7.2% | +21.7% | -29.0% | -10.0% |
| YTD | -22.2% | +18.8% | -41.0% | -24.4% |
| 1Y | -50.6% | +86.5% | -137.1% | -55.1% |
| 3Y | +22.9% | +269.4% | -246.6% | -0.2% |
| 5Y | +79.3% | +303.6% | -224.3% | +40.9% |
| All | +328.9% | -22.9% | +351.8% | +250.2% |
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