+9.0%
TEVA vs DECK
+874.1%
-865.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.3% |
| 7D | +1.2% | +5.8% | -4.5% | -0.3% |
| 30D | +8.8% | +7.9% | +0.9% | +6.5% |
| 3M | +22.4% | -11.4% | +33.8% | +25.6% |
| 6M | +17.3% | -16.6% | +33.8% | +21.5% |
| YTD | +36.5% | -16.4% | +52.9% | +40.0% |
| 1Y | +74.2% | +8.6% | +65.6% | +66.7% |
| 3Y | +370.8% | -15.1% | +385.9% | +342.5% |
| 5Y | +366.7% | +22.9% | +343.8% | +273.5% |
| All | +9.0% | +874.1% | -865.1% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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