-25.0%
TEVA vs CAPR
-78.4%
+53.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +2.0% |
| 7D | +2.0% | -11.0% | +13.0% | +2.2% |
| 30D | +1.0% | +99.8% | -98.8% | -0.6% |
| 3M | +7.3% | -66.6% | +73.9% | +8.1% |
| 6M | +21.7% | -75.1% | +96.8% | +23.2% |
| YTD | +18.8% | -71.0% | +89.8% | +19.8% |
| 1Y | +86.5% | +30.0% | +56.5% | +75.4% |
| 3Y | +269.4% | +29.0% | +240.5% | +237.6% |
| 5Y | +303.6% | +70.8% | +232.8% | +262.6% |
| All | -25.0% | -78.4% | +53.5% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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