+15.3%
TEVA vs CHD
-6.9%
+22.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -1.1% |
| 7D | -0.7% | -4.7% | +4.0% | +0.1% |
| 30D | -0.4% | -8.3% | +8.0% | +1.2% |
| 3M | +8.2% | -4.0% | +12.3% | +8.9% |
| 6M | +15.3% | -6.5% | +21.8% | +18.4% |
| All | +15.3% | -6.9% | +22.2% | +18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling