-27.3%
TEVA vs COPX
+179.5%
-206.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | +2.0% | -2.3% | +4.4% | +2.7% |
| 30D | +1.0% | +0.3% | +0.7% | +0.6% |
| 3M | +7.3% | +6.8% | +0.5% | +4.0% |
| 6M | +21.7% | +7.9% | +13.8% | +16.0% |
| YTD | +18.8% | +23.7% | -4.9% | +7.0% |
| 1Y | +86.5% | +71.5% | +14.9% | +49.7% |
| 3Y | +269.4% | +149.1% | +120.3% | +152.9% |
| 5Y | +303.6% | +167.3% | +136.3% | +163.6% |
| 10Y | -22.9% | +568.5% | -591.5% | -63.5% |
| All | -27.3% | +179.5% | -206.8% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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