+25.0%
ROK vs TEVA
+106.6%
-81.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | 0.0% | +4.7% | -4.7% | -0.7% |
| 30D | -2.5% | +5.5% | -8.0% | -3.3% |
| 3M | 0.0% | +21.6% | -21.5% | -3.0% |
| 6M | +11.6% | +18.4% | -6.8% | +8.8% |
| YTD | +15.2% | +34.1% | -18.9% | +9.6% |
| 1Y | +25.0% | +104.5% | -79.5% | +15.5% |
| All | +25.0% | +106.6% | -81.6% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling