+21.7%
TEVA vs EAT
+51.7%
-29.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +4.1% |
| 3M | +7.3% | +33.9% | -26.5% | -2.0% |
| 6M | +21.7% | +47.2% | -25.5% | +6.6% |
| All | +21.7% | +51.7% | -29.9% | +6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling