+269.4%
TEVA vs CG
+42.2%
+227.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.5% |
| 7D | +2.0% | -9.9% | +11.9% | +4.6% |
| 30D | +1.0% | -11.7% | +12.6% | +3.9% |
| 3M | +7.3% | -4.3% | +11.6% | +7.7% |
| 6M | +21.7% | -8.8% | +30.5% | +23.6% |
| YTD | +18.8% | -26.9% | +45.7% | +26.9% |
| 1Y | +86.5% | -35.4% | +121.9% | +104.7% |
| 3Y | +269.4% | +43.0% | +226.4% | +202.7% |
| All | +269.4% | +42.2% | +227.3% | +202.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling