+256.3%
P vs TEVA
+290.4%
-34.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +38.9% |
| 6M | +54.2% | +15.3% | +38.8% | +48.8% |
| YTD | +40.4% | +16.5% | +24.0% | +35.1% |
| 1Y | +16.0% | +85.7% | -69.8% | +0.3% |
| 3Y | +140.7% | +277.9% | -137.2% | +71.6% |
| 5Y | +256.3% | +295.5% | -39.2% | +137.0% |
| All | +256.3% | +290.4% | -34.1% | +137.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling