+69.8%
TEVA vs DGX
+45.7%
+24.2%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.7% | +0.7% | 0.0% | +0.6% |
| 30D | +6.8% | +11.5% | -4.8% | +4.2% |
| 3M | +20.3% | +8.4% | +11.9% | +18.3% |
| 6M | +16.5% | +34.5% | -18.0% | +11.3% |
| YTD | +33.9% | +49.3% | -15.4% | +26.9% |
| 1Y | +69.8% | +45.3% | +24.5% | +61.5% |
| All | +69.8% | +45.7% | +24.2% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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