+9.6%
TEVA vs CNH
+55.5%
-45.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +2.8% |
| 7D | +1.6% | +8.8% | -7.2% | -1.2% |
| 30D | +4.0% | +24.7% | -20.7% | -3.4% |
| 3M | +10.5% | +27.3% | -16.8% | +1.1% |
| 6M | +18.4% | +23.2% | -4.8% | +8.5% |
| YTD | +17.8% | +48.9% | -31.1% | +1.0% |
| 1Y | +90.5% | +19.4% | +71.1% | +75.2% |
| 3Y | +282.1% | +7.8% | +274.4% | +251.3% |
| 5Y | +291.9% | +8.7% | +283.2% | +250.2% |
| 10Y | -24.9% | +149.5% | -174.4% | -48.3% |
| All | +9.6% | +55.5% | -45.9% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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