+299.2%
TEVA vs DD
+56.1%
+243.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +2.0% | -3.5% | +5.5% | +3.5% |
| 30D | +1.0% | -11.7% | +12.6% | +6.2% |
| 3M | +7.3% | -9.2% | +16.6% | +11.3% |
| 6M | +21.7% | -7.2% | +28.9% | +24.3% |
| YTD | +18.8% | +6.6% | +12.2% | +13.3% |
| 1Y | +86.5% | +32.0% | +54.5% | +61.6% |
| 3Y | +269.4% | +42.1% | +227.3% | +199.0% |
| All | +299.2% | +56.1% | +243.2% | +185.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling