-25.0%
TEVA vs COO
+17.0%
-41.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | +2.0% | -22.5% | +24.5% | +12.9% |
| 30D | +1.0% | -29.7% | +30.7% | +16.5% |
| 3M | +7.3% | -20.1% | +27.5% | +16.9% |
| 6M | +21.7% | -26.9% | +48.6% | +37.6% |
| YTD | +18.8% | -34.2% | +53.1% | +40.4% |
| 1Y | +86.5% | -21.3% | +107.7% | +101.9% |
| 3Y | +269.4% | -38.7% | +308.1% | +331.9% |
| 5Y | +303.6% | -52.2% | +355.8% | +419.8% |
| All | -25.0% | +17.0% | -41.9% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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