-14.9%
TEVA vs DG
+551.9%
-566.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -0.7% | -6.3% | +5.6% | +0.3% |
| 30D | -0.4% | +2.4% | -2.8% | -0.9% |
| 3M | +8.2% | +12.4% | -4.2% | +5.9% |
| 6M | +15.3% | -14.9% | +30.3% | +17.9% |
| YTD | +16.5% | -6.1% | +22.5% | +17.0% |
| 1Y | +85.7% | +17.9% | +67.9% | +79.0% |
| 3Y | +277.9% | +3.1% | +274.7% | +259.2% |
| 5Y | +295.5% | -38.7% | +334.2% | +315.7% |
| 10Y | -24.5% | +99.6% | -124.1% | -37.9% |
| All | -14.9% | +551.9% | -566.8% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling