-25.0%
TEVA vs DD
+66.6%
-91.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | +2.0% | -3.5% | +5.5% | +3.8% |
| 30D | +1.0% | -11.7% | +12.6% | +7.2% |
| 3M | +7.3% | -9.2% | +16.6% | +12.0% |
| 6M | +21.7% | -7.2% | +28.9% | +24.7% |
| YTD | +18.8% | +6.6% | +12.2% | +12.7% |
| 1Y | +86.5% | +32.0% | +54.5% | +58.1% |
| 3Y | +269.4% | +42.1% | +227.3% | +189.1% |
| 5Y | +303.6% | +58.1% | +245.5% | +190.1% |
| All | -25.0% | +66.6% | -91.5% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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