-25.0%
TEVA vs DGX
+255.3%
-280.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.4% | +1.4% |
| 7D | +2.0% | -0.9% | +2.9% | +2.4% |
| 30D | +1.0% | -1.2% | +2.1% | +1.4% |
| 3M | +7.3% | +15.8% | -8.5% | +1.6% |
| 6M | +21.7% | +18.2% | +3.6% | +14.0% |
| YTD | +18.8% | +37.2% | -18.4% | +4.8% |
| 1Y | +86.5% | +30.4% | +56.1% | +67.3% |
| 3Y | +269.4% | +96.7% | +172.7% | +177.1% |
| 5Y | +303.6% | +67.2% | +236.4% | +217.1% |
| All | -25.0% | +255.3% | -280.3% | -59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling