-3.9%
TEVA vs CG
+306.7%
-310.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.6% |
| 7D | +2.0% | -9.9% | +11.9% | +5.3% |
| 30D | +1.0% | -11.7% | +12.6% | +4.7% |
| 3M | +7.3% | -4.3% | +11.6% | +7.9% |
| 6M | +21.7% | -8.8% | +30.5% | +24.1% |
| YTD | +18.8% | -26.9% | +45.7% | +29.1% |
| 1Y | +86.5% | -35.4% | +121.9% | +110.1% |
| 3Y | +269.4% | +43.0% | +226.4% | +206.6% |
| 5Y | +303.6% | +1.9% | +301.7% | +259.5% |
| 10Y | -22.9% | +313.9% | -336.9% | -53.7% |
| All | -3.9% | +306.7% | -310.6% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling