-25.0%
TEVA vs DRI
+353.8%
-378.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.7% |
| 7D | +2.0% | -3.2% | +5.2% | +3.1% |
| 30D | +1.0% | -7.8% | +8.8% | +3.7% |
| 3M | +7.3% | +0.4% | +7.0% | +7.0% |
| 6M | +21.7% | +4.8% | +16.9% | +19.3% |
| YTD | +18.8% | +16.7% | +2.1% | +11.9% |
| 1Y | +86.5% | +1.5% | +85.0% | +83.5% |
| 3Y | +269.4% | +56.3% | +213.2% | +205.1% |
| 5Y | +303.6% | +66.4% | +237.2% | +220.4% |
| All | -25.0% | +353.8% | -378.8% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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