-25.0%
TEVA vs CP
+232.0%
-256.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | +2.0% | -2.6% | +4.6% | +3.3% |
| 30D | +1.0% | -3.7% | +4.7% | +2.7% |
| 3M | +7.3% | +0.1% | +7.2% | +6.8% |
| 6M | +21.7% | +7.8% | +13.9% | +16.0% |
| YTD | +18.8% | +21.7% | -2.9% | +5.9% |
| 1Y | +86.5% | +18.6% | +67.9% | +67.9% |
| 3Y | +269.4% | +17.5% | +251.9% | +226.9% |
| 5Y | +303.6% | +35.4% | +268.2% | +224.4% |
| All | -25.0% | +232.0% | -256.9% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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