+104.5%
TEVA vs DG
+45.3%
+59.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.5% | -8.7% | -1.4% |
| 7D | +4.7% | +12.3% | -7.6% | +2.8% |
| 30D | +5.5% | +19.3% | -13.8% | +2.4% |
| 3M | +21.6% | +11.9% | +9.7% | +19.1% |
| 6M | +18.4% | +25.0% | -6.6% | +13.9% |
| YTD | +34.1% | +8.7% | +25.4% | +34.3% |
| 1Y | +104.5% | +44.7% | +59.9% | +87.5% |
| All | +104.5% | +45.3% | +59.3% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling