+269.4%
TEVA vs CHD
+0.7%
+268.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +2.0% | -4.5% | +6.5% | +2.8% |
| 30D | +1.0% | -6.7% | +7.7% | +2.2% |
| 3M | +7.3% | -2.7% | +10.0% | +7.7% |
| 6M | +21.7% | -4.9% | +26.7% | +22.6% |
| YTD | +18.8% | +13.3% | +5.5% | +16.1% |
| 1Y | +86.5% | +1.0% | +85.5% | +85.3% |
| 3Y | +269.4% | +1.3% | +268.1% | +255.8% |
| All | +269.4% | +0.7% | +268.7% | +255.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling