+86.5%
TEVA vs CDW
-8.5%
+95.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.8% | -5.8% | +1.3% |
| 7D | +2.0% | +0.9% | +1.1% | +1.9% |
| 30D | +1.0% | +13.1% | -12.1% | -0.5% |
| 3M | +7.3% | +19.7% | -12.3% | +5.0% |
| 6M | +21.7% | +30.7% | -9.0% | +15.7% |
| YTD | +18.8% | +14.7% | +4.1% | +17.4% |
| 1Y | +86.5% | -5.3% | +91.8% | +90.9% |
| All | +86.5% | -8.5% | +95.0% | +90.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling