-25.0%
TEVA vs EAT
+374.9%
-399.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.1% | +2.3% |
| 7D | +2.0% | -7.7% | +9.7% | +3.8% |
| 30D | +1.0% | -13.6% | +14.5% | +4.2% |
| 3M | +7.3% | +33.9% | -26.5% | -0.2% |
| 6M | +21.7% | +47.2% | -25.5% | +10.0% |
| YTD | +18.8% | +48.1% | -29.2% | +6.8% |
| 1Y | +86.5% | +33.7% | +52.8% | +70.1% |
| 3Y | +269.4% | +595.8% | -326.4% | +110.1% |
| 5Y | +303.6% | +314.4% | -10.8% | +148.4% |
| All | -25.0% | +374.9% | -399.9% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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