+299.2%
TEVA vs DG
-37.9%
+337.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.9% |
| 7D | +2.0% | -6.5% | +8.5% | +2.6% |
| 30D | +1.0% | +4.2% | -3.2% | +0.6% |
| 3M | +7.3% | +9.5% | -2.2% | +6.4% |
| 6M | +21.7% | -13.1% | +34.9% | +23.0% |
| YTD | +18.8% | -4.8% | +23.7% | +19.1% |
| 1Y | +86.5% | +20.6% | +65.9% | +83.4% |
| 3Y | +269.4% | +4.9% | +264.5% | +260.7% |
| All | +299.2% | -37.9% | +337.1% | +322.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling