+2,565.5%
SHEL vs TEVA
+7,037.9%
-4,472.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.5% |
| 7D | +4.1% | +2.0% | +2.1% | +3.8% |
| 30D | +8.4% | +1.0% | +7.4% | +8.2% |
| 3M | +13.7% | +7.3% | +6.4% | +12.3% |
| 6M | +12.7% | +21.7% | -9.0% | +8.7% |
| YTD | +35.3% | +18.8% | +16.5% | +30.8% |
| 1Y | +39.4% | +86.5% | -47.1% | +25.1% |
| 3Y | +71.5% | +269.4% | -198.0% | +34.4% |
| 5Y | +195.0% | +303.6% | -108.6% | +122.5% |
| 10Y | +211.1% | -22.9% | +234.0% | +173.3% |
| All | +2,565.5% | +7,037.9% | -4,472.5% | +1,650.0% |
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