+1,537.1%
SOXX vs TEVA
-22.9%
+1,560.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.2% | +1.4% |
| 7D | +1.4% | +2.0% | -0.6% | +1.0% |
| 30D | -3.6% | +1.0% | -4.5% | -3.8% |
| 3M | -10.2% | +7.3% | -17.5% | -12.0% |
| 6M | +54.2% | +21.7% | +32.5% | +46.4% |
| YTD | +75.2% | +18.8% | +56.4% | +67.1% |
| 1Y | +107.5% | +86.5% | +21.0% | +78.1% |
| 3Y | +226.8% | +269.4% | -42.7% | +133.8% |
| 5Y | +251.2% | +303.6% | -52.4% | +139.2% |
| All | +1,537.1% | -22.9% | +1,560.0% | +1,065.0% |
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 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