+1,128.3%
PSX vs TEVA
-3.2%
+1,131.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | +1.5% | -0.7% | +2.2% | +1.7% |
| 30D | +15.8% | -0.4% | +16.2% | +15.8% |
| 3M | +43.0% | +8.2% | +34.8% | +40.4% |
| 6M | +61.1% | +15.3% | +45.8% | +55.3% |
| YTD | +104.5% | +16.5% | +88.1% | +96.4% |
| 1Y | +102.5% | +85.7% | +16.8% | +76.0% |
| 3Y | +133.5% | +277.9% | -144.4% | +68.0% |
| 5Y | +367.0% | +295.5% | +71.4% | +221.7% |
| 10Y | +382.3% | -24.5% | +406.8% | +298.6% |
| All | +1,128.3% | -3.2% | +1,131.5% | +767.8% |
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