+86.5%
TEVA vs CAPR
+37.0%
+49.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +2.0% |
| 7D | +2.0% | -11.0% | +13.0% | +2.1% |
| 30D | +1.0% | +99.8% | -98.8% | +0.1% |
| 3M | +7.3% | -66.6% | +73.9% | +7.8% |
| 6M | +21.7% | -75.1% | +96.8% | +22.6% |
| YTD | +18.8% | -71.0% | +89.8% | +19.5% |
| 1Y | +86.5% | +30.0% | +56.5% | +80.8% |
| All | +86.5% | +37.0% | +49.5% | +80.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling