-25.0%
TEVA vs CHD
+126.1%
-151.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +2.0% | -4.5% | +6.5% | +3.1% |
| 30D | +1.0% | -6.7% | +7.7% | +2.6% |
| 3M | +7.3% | -2.7% | +10.0% | +7.8% |
| 6M | +21.7% | -4.9% | +26.7% | +22.8% |
| YTD | +18.8% | +13.3% | +5.5% | +15.0% |
| 1Y | +86.5% | +1.0% | +85.5% | +85.1% |
| 3Y | +269.4% | +1.3% | +268.1% | +263.1% |
| 5Y | +303.6% | +20.8% | +282.8% | +275.4% |
| All | -25.0% | +126.1% | -151.1% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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