+359.0%
TEVA vs ACGL
+176.7%
+182.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +4.5% | -1.2% | +5.7% | +4.7% |
| 30D | +5.8% | +12.8% | -7.0% | +2.8% |
| 3M | +18.8% | +12.3% | +6.5% | +15.4% |
| 6M | +21.9% | +15.8% | +6.1% | +17.2% |
| YTD | +39.9% | +13.9% | +26.0% | +34.6% |
| 1Y | +69.0% | +19.0% | +50.0% | +60.6% |
| 3Y | +402.9% | +33.7% | +369.2% | +352.9% |
| 5Y | +359.0% | +173.4% | +185.6% | +181.2% |
| All | +359.0% | +176.7% | +182.3% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 5y: compounded portfolio wealth divided by compounded ACGL 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…
5y analysis · Full analysis span regression · 6 months rolling