+295.5%
TEVA vs ACGL
+154.3%
+141.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | -0.7% | -3.6% | +2.9% | +0.1% |
| 30D | -0.4% | -2.1% | +1.7% | +0.1% |
| 3M | +8.2% | +5.4% | +2.9% | +6.5% |
| 6M | +15.3% | 0.0% | +15.3% | +14.7% |
| YTD | +16.5% | +0.3% | +16.2% | +15.5% |
| 1Y | +85.7% | +6.2% | +79.6% | +81.3% |
| 3Y | +277.9% | +30.9% | +246.9% | +235.6% |
| 5Y | +295.5% | +159.8% | +135.7% | +147.3% |
| All | +295.5% | +154.3% | +141.3% | +147.3% |
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