+348.5%
ROK vs TEVA
-22.9%
+371.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.4% | +1.3% |
| 7D | -1.2% | +2.0% | -3.3% | -1.6% |
| 30D | -4.8% | +1.0% | -5.8% | -5.0% |
| 3M | -6.1% | +7.3% | -13.4% | -7.7% |
| 6M | +15.5% | +21.7% | -6.2% | +10.4% |
| YTD | +11.2% | +18.8% | -7.7% | +6.7% |
| 1Y | +23.8% | +86.5% | -62.6% | +8.2% |
| 3Y | +53.1% | +269.4% | -216.3% | +12.4% |
| 5Y | +48.3% | +303.6% | -255.3% | +3.9% |
| All | +348.5% | -22.9% | +371.4% | +245.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling