-30.2%
RIG vs TEVA
+280.8%
-311.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.8% | -2.0% |
| 7D | -3.1% | +2.0% | -5.1% | -3.4% |
| 30D | -0.5% | +1.0% | -1.5% | -0.7% |
| 3M | -6.0% | +7.3% | -13.3% | -7.2% |
| 6M | -10.1% | +21.7% | -31.9% | -13.7% |
| YTD | +37.3% | +18.8% | +18.4% | +32.2% |
| 1Y | +73.9% | +86.5% | -12.5% | +52.9% |
| 3Y | -30.2% | +269.4% | -299.6% | -49.5% |
| All | -30.2% | +280.8% | -311.0% | -49.5% |
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