+173.9%
RCL vs TEVA
+280.8%
-106.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.1% |
| 7D | -1.9% | +2.0% | -3.9% | -2.3% |
| 30D | -15.5% | +1.0% | -16.5% | -15.7% |
| 3M | -9.7% | +7.3% | -17.0% | -11.1% |
| 6M | -8.7% | +21.7% | -30.5% | -12.4% |
| YTD | -5.8% | +18.8% | -24.6% | -9.3% |
| 1Y | -24.5% | +86.5% | -110.9% | -32.9% |
| 3Y | +173.9% | +269.4% | -95.5% | +91.4% |
| All | +173.9% | +280.8% | -106.9% | +91.4% |
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 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