+26.2%
TEVA vs CAPR
-99.1%
+125.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.9% | +0.3% |
| 7D | -1.7% | -12.6% | +10.9% | -1.5% |
| 30D | +2.0% | +124.4% | -122.5% | +0.7% |
| 3M | +7.0% | -66.8% | +73.7% | +7.5% |
| 6M | +17.0% | -71.8% | +88.8% | +17.7% |
| YTD | +18.1% | -70.1% | +88.1% | +18.7% |
| 1Y | +87.2% | +33.3% | +53.9% | +79.7% |
| 3Y | +283.1% | +36.7% | +246.3% | +262.1% |
| 5Y | +298.4% | +72.5% | +225.9% | +273.5% |
| 10Y | -23.4% | -77.3% | +53.8% | -29.4% |
| All | +26.2% | -99.1% | +125.3% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling