+295.5%
TEVA vs CP
+32.2%
+263.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.8% |
| 7D | -0.7% | -2.7% | +2.0% | +0.4% |
| 30D | -0.4% | -3.4% | +3.0% | +1.0% |
| 3M | +8.2% | -0.6% | +8.9% | +8.1% |
| 6M | +15.3% | +6.3% | +9.0% | +11.2% |
| YTD | +16.5% | +21.2% | -4.7% | +5.2% |
| 1Y | +85.7% | +20.0% | +65.7% | +68.1% |
| 3Y | +277.9% | +18.7% | +259.1% | +236.0% |
| 5Y | +295.5% | +34.8% | +260.8% | +221.5% |
| All | +295.5% | +32.2% | +263.4% | +221.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling