+361.0%
ORLY vs TEVA
-22.9%
+383.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.7% | +0.2% |
| 7D | -2.4% | +2.0% | -4.4% | -2.5% |
| 30D | -6.8% | +1.0% | -7.7% | -6.9% |
| 3M | -4.8% | +7.3% | -12.1% | -5.4% |
| 6M | -9.1% | +21.7% | -30.8% | -10.8% |
| YTD | -5.9% | +18.8% | -24.7% | -7.5% |
| 1Y | -20.4% | +86.5% | -106.9% | -24.8% |
| 3Y | +36.6% | +269.4% | -232.8% | +18.3% |
| 5Y | +117.3% | +303.6% | -186.3% | +82.9% |
| All | +361.0% | -22.9% | +383.9% | +322.0% |
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