+7.9%
TEVA vs CDW
+837.2%
-829.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.8% |
| 7D | -1.7% | -4.2% | +2.5% | -0.3% |
| 30D | +2.0% | +4.9% | -2.9% | -0.2% |
| 3M | +7.0% | +7.3% | -0.3% | +2.8% |
| 6M | +17.0% | +19.2% | -2.2% | +5.3% |
| YTD | +18.1% | +6.2% | +11.9% | +10.5% |
| 1Y | +87.2% | -14.0% | +101.3% | +90.5% |
| 3Y | +283.1% | -30.0% | +313.0% | +311.1% |
| 5Y | +298.4% | -23.6% | +322.0% | +303.7% |
| 10Y | -23.4% | +269.4% | -292.8% | -53.7% |
| All | +7.9% | +837.2% | -829.3% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling