+140.2%
P vs TEVA
+273.2%
-133.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.7% | -2.8% |
| 7D | -4.1% | -0.7% | -3.4% | -4.0% |
| 30D | -14.0% | -0.4% | -13.6% | -13.9% |
| 3M | +41.4% | +8.2% | +33.2% | +39.3% |
| 6M | +54.2% | +15.3% | +38.8% | +49.6% |
| YTD | +40.4% | +16.5% | +24.0% | +35.9% |
| 1Y | +16.0% | +85.7% | -69.8% | +2.0% |
| All | +140.2% | +273.2% | -133.0% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling