+269.4%
TEVA vs DG
+4.6%
+264.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +2.0% |
| 7D | +2.0% | -6.5% | +8.5% | +2.3% |
| 30D | +1.0% | +4.2% | -3.2% | +0.8% |
| 3M | +7.3% | +9.5% | -2.2% | +6.9% |
| 6M | +21.7% | -13.1% | +34.9% | +22.2% |
| YTD | +18.8% | -4.8% | +23.7% | +19.1% |
| 1Y | +86.5% | +20.6% | +65.9% | +86.2% |
| 3Y | +269.4% | +4.9% | +264.5% | +251.9% |
| All | +269.4% | +4.6% | +264.8% | +251.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling