+69,340.9%
ROST vs TEVA
+6,895.5%
+62,445.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | -2.5% | -0.7% | -1.7% | -2.4% |
| 30D | -10.3% | -0.4% | -9.9% | -10.3% |
| 3M | -2.6% | +8.2% | -10.8% | -4.3% |
| 6M | +6.5% | +15.3% | -8.8% | +3.2% |
| YTD | +25.9% | +16.5% | +9.5% | +21.6% |
| 1Y | +52.3% | +85.7% | -33.4% | +34.1% |
| 3Y | +94.6% | +277.9% | -183.3% | +44.7% |
| 5Y | +111.1% | +295.5% | -184.4% | +50.9% |
| 10Y | +308.9% | -24.5% | +333.3% | +259.7% |
| All | +69,340.9% | +6,895.5% | +62,445.4% | +19,950.6% |
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