+269.4%
TEVA vs EAT
+578.9%
-309.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.1% | +2.1% |
| 7D | +2.0% | -7.7% | +9.7% | +2.8% |
| 30D | +1.0% | -13.6% | +14.5% | +2.4% |
| 3M | +7.3% | +33.9% | -26.5% | +3.8% |
| 6M | +21.7% | +47.2% | -25.5% | +16.2% |
| YTD | +18.8% | +48.1% | -29.2% | +13.3% |
| 1Y | +86.5% | +33.7% | +52.8% | +79.7% |
| 3Y | +269.4% | +595.8% | -326.4% | +171.6% |
| All | +269.4% | +578.9% | -309.5% | +171.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling