+494.9%
P vs TEVA
-33.1%
+528.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 7D | +7.8% | +1.6% | +6.3% | +7.4% |
| 30D | +12.3% | +4.0% | +8.4% | +11.3% |
| 3M | +37.1% | +10.5% | +26.6% | +33.4% |
| 6M | +66.1% | +18.4% | +47.7% | +58.3% |
| YTD | +50.9% | +17.8% | +33.1% | +43.8% |
| 1Y | +27.2% | +90.5% | -63.2% | +7.0% |
| 3Y | +158.7% | +282.1% | -123.5% | +76.8% |
| 5Y | +291.1% | +291.9% | -0.8% | +155.7% |
| 10Y | +715.0% | -24.9% | +739.9% | +544.0% |
| All | +494.9% | -33.1% | +528.1% | +398.4% |
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