+1,862.1%
T vs TEVA
+6,895.5%
-5,033.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +2.9% | +1.7% |
| 7D | -2.4% | -0.7% | -1.7% | -2.4% |
| 30D | +4.3% | -0.4% | +4.6% | +4.3% |
| 3M | +11.6% | +8.2% | +3.3% | +10.3% |
| 6M | -5.6% | +15.3% | -20.9% | -7.6% |
| YTD | +6.6% | +16.5% | -9.9% | +4.1% |
| 1Y | -8.4% | +85.7% | -94.1% | -15.4% |
| 3Y | +107.8% | +277.9% | -170.0% | +72.5% |
| 5Y | +68.3% | +295.5% | -227.3% | +36.4% |
| 10Y | +71.1% | -24.5% | +95.6% | +56.3% |
| All | +1,862.1% | +6,895.5% | -5,033.4% | +1,117.8% |
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