-25.0%
TEVA vs CDW
+300.6%
-325.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.8% | -5.8% | -1.0% |
| 7D | +2.0% | +0.9% | +1.1% | +1.5% |
| 30D | +1.0% | +13.1% | -12.1% | -4.3% |
| 3M | +7.3% | +19.7% | -12.3% | -1.5% |
| 6M | +21.7% | +30.7% | -9.0% | +4.7% |
| YTD | +18.8% | +14.7% | +4.1% | +7.3% |
| 1Y | +86.5% | -5.3% | +91.8% | +82.9% |
| 3Y | +269.4% | -23.8% | +293.3% | +285.2% |
| 5Y | +303.6% | -16.8% | +320.4% | +293.4% |
| All | -25.0% | +300.6% | -325.5% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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