-25.0%
TEVA vs DG
+101.8%
-126.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.8% |
| 7D | +2.0% | -6.5% | +8.5% | +3.1% |
| 30D | +1.0% | +4.2% | -3.2% | +0.2% |
| 3M | +7.3% | +9.5% | -2.2% | +5.4% |
| 6M | +21.7% | -13.1% | +34.9% | +24.2% |
| YTD | +18.8% | -4.8% | +23.7% | +19.2% |
| 1Y | +86.5% | +20.6% | +65.9% | +78.9% |
| 3Y | +269.4% | +4.9% | +264.5% | +249.1% |
| 5Y | +303.6% | -37.9% | +341.5% | +332.7% |
| All | -25.0% | +101.8% | -126.7% | -44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling