+287.6%
TEVA vs COMP
-52.0%
+339.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.3% | +1.8% |
| 7D | +4.4% | 0.0% | +4.4% | +4.4% |
| 30D | +9.3% | +16.6% | -7.3% | +7.2% |
| 3M | +21.9% | -23.5% | +45.4% | +24.9% |
| 6M | +22.8% | +25.7% | -3.0% | +18.4% |
| YTD | +42.6% | -3.4% | +46.0% | +39.9% |
| 1Y | +74.2% | +7.6% | +66.6% | +68.7% |
| 3Y | +404.5% | +423.6% | -19.1% | +293.5% |
| 5Y | +367.9% | -10.6% | +378.5% | +315.0% |
| All | +287.6% | -52.0% | +339.6% | +266.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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