+298.4%
TEVA vs COMP
-28.2%
+326.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -1.7% | +0.8% | -2.6% | -1.8% |
| 30D | +2.0% | -13.9% | +15.8% | +3.5% |
| 3M | +7.0% | +30.7% | -23.8% | +3.4% |
| 6M | +17.0% | +18.7% | -1.7% | +13.3% |
| YTD | +18.1% | +1.0% | +17.0% | +15.7% |
| 1Y | +87.2% | +15.1% | +72.2% | +80.1% |
| 3Y | +283.1% | +219.8% | +63.3% | +216.5% |
| 5Y | +298.4% | -28.7% | +327.0% | +278.6% |
| All | +298.4% | -28.2% | +326.6% | +278.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling