+404.5%
TEVA vs ACWI
+74.6%
+330.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.2% |
| 7D | +4.4% | +2.4% | +2.0% | +2.4% |
| 30D | +9.3% | -1.7% | +11.0% | +10.5% |
| 3M | +21.9% | -3.9% | +25.8% | +25.6% |
| 6M | +22.8% | +0.8% | +22.0% | +20.9% |
| YTD | +42.6% | +11.0% | +31.5% | +28.2% |
| 1Y | +74.2% | +13.1% | +61.1% | +54.2% |
| 3Y | +404.5% | +73.9% | +330.7% | +218.1% |
| All | +404.5% | +74.6% | +330.0% | +218.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 3y: compounded portfolio wealth divided by compounded ACWI 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…
3y analysis · Full analysis span regression · 6 months rolling