+1,431.4%
RF vs TEVA
+8,464.0%
-7,032.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.8% |
| 7D | +1.9% | +4.4% | -2.5% | +1.1% |
| 30D | +7.3% | +9.3% | -2.0% | +5.4% |
| 3M | -7.9% | +21.9% | -29.8% | -11.7% |
| 6M | +10.5% | +22.8% | -12.2% | +5.4% |
| YTD | +9.6% | +42.6% | -32.9% | +1.2% |
| 1Y | +20.3% | +74.2% | -53.9% | +6.6% |
| 3Y | +119.5% | +404.5% | -285.0% | +50.3% |
| 5Y | +48.2% | +367.9% | -319.7% | +0.4% |
| 10Y | +234.3% | +14.2% | +220.1% | +167.1% |
| All | +1,431.4% | +8,464.0% | -7,032.6% | +750.2% |
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