+6,749.8%
TEVA vs DD
+927.4%
+5,822.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -0.7% | -2.9% | +2.2% | 0.0% |
| 30D | -0.4% | -11.5% | +11.1% | +2.9% |
| 3M | +8.2% | -5.4% | +13.6% | +9.6% |
| 6M | +15.3% | -6.9% | +22.2% | +16.9% |
| YTD | +16.5% | +6.9% | +9.6% | +13.5% |
| 1Y | +85.7% | +35.6% | +50.1% | +69.9% |
| 3Y | +277.9% | +42.5% | +235.3% | +236.0% |
| 5Y | +295.5% | +58.5% | +237.1% | +240.8% |
| 10Y | -24.5% | +65.7% | -90.2% | -36.8% |
| All | +6,749.8% | +927.4% | +5,822.3% | +3,539.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling