-0.1%
TEVA vs ACWI
+354.7%
-354.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | +1.6% | +1.1% | +0.5% | +0.8% |
| 30D | +4.0% | -0.2% | +4.2% | +4.1% |
| 3M | +10.5% | +4.7% | +5.8% | +6.6% |
| 6M | +18.4% | +14.5% | +3.9% | +6.9% |
| YTD | +17.8% | +14.6% | +3.2% | +6.2% |
| 1Y | +90.5% | +21.4% | +69.0% | +64.7% |
| 3Y | +282.1% | +77.6% | +204.5% | +151.4% |
| 5Y | +291.9% | +68.1% | +223.8% | +169.4% |
| 10Y | -24.9% | +226.1% | -251.0% | -64.3% |
| All | -0.1% | +354.7% | -354.8% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling