-52.0%
ROKU vs TEVA
+300.5%
-352.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.2% |
| 7D | -0.4% | +2.0% | -2.4% | -1.1% |
| 30D | +2.1% | +1.0% | +1.1% | +1.6% |
| 3M | +29.5% | +7.3% | +22.2% | +25.6% |
| 6M | +53.8% | +21.7% | +32.1% | +41.9% |
| YTD | +42.8% | +18.8% | +24.0% | +32.4% |
| 1Y | +60.7% | +86.5% | -25.7% | +24.5% |
| 3Y | +83.9% | +269.4% | -185.5% | -4.9% |
| All | -52.0% | +300.5% | -352.5% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling