+269.4%
TEVA vs ED
+33.0%
+236.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.0% |
| 7D | +2.0% | -0.8% | +2.8% | +1.9% |
| 30D | +1.0% | -0.4% | +1.4% | +0.9% |
| 3M | +7.3% | +0.5% | +6.9% | +7.4% |
| 6M | +21.7% | -3.1% | +24.9% | +21.3% |
| YTD | +18.8% | +9.8% | +9.0% | +20.4% |
| 1Y | +86.5% | +12.6% | +73.9% | +89.8% |
| 3Y | +269.4% | +31.4% | +238.0% | +265.0% |
| All | +269.4% | +33.0% | +236.4% | +265.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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