+796.2%
TEVA vs DGX
+8,778.1%
-7,981.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.4% | +1.6% |
| 7D | +2.0% | -0.9% | +2.9% | +2.2% |
| 30D | +1.0% | -1.2% | +2.1% | +1.3% |
| 3M | +7.3% | +15.8% | -8.5% | +3.5% |
| 6M | +21.7% | +18.2% | +3.6% | +16.6% |
| YTD | +18.8% | +37.2% | -18.4% | +9.5% |
| 1Y | +86.5% | +30.4% | +56.1% | +73.8% |
| 3Y | +269.4% | +96.7% | +172.7% | +208.5% |
| 5Y | +303.6% | +67.2% | +236.4% | +248.0% |
| 10Y | -22.9% | +253.9% | -276.9% | -45.1% |
| All | +796.2% | +8,778.1% | -7,981.9% | +243.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling