+309.3%
TEL vs TEVA
-22.9%
+332.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.5% | +3.2% |
| 7D | +1.6% | +2.0% | -0.4% | +1.2% |
| 30D | -0.7% | +1.0% | -1.6% | -0.9% |
| 3M | +2.4% | +7.3% | -4.9% | +0.5% |
| 6M | +4.1% | +21.7% | -17.6% | -0.5% |
| YTD | -5.8% | +18.8% | -24.7% | -9.7% |
| 1Y | +0.9% | +86.5% | -85.6% | -12.0% |
| 3Y | +72.6% | +269.4% | -196.8% | +26.2% |
| 5Y | +57.5% | +303.6% | -246.0% | +9.7% |
| All | +309.3% | -22.9% | +332.3% | +222.2% |
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