+6,844.0%
TEVA vs ED
+2,221.6%
+4,622.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.4% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | +2.0% | +1.9% | 0.0% | +1.5% |
| 3M | +7.0% | +1.9% | +5.1% | +6.5% |
| 6M | +17.0% | -2.3% | +19.2% | +17.3% |
| YTD | +18.1% | +10.9% | +7.2% | +15.2% |
| 1Y | +87.2% | +14.5% | +72.7% | +81.2% |
| 3Y | +283.1% | +33.4% | +249.7% | +253.7% |
| 5Y | +298.4% | +67.3% | +231.1% | +248.2% |
| 10Y | -23.4% | +110.7% | -134.1% | -38.8% |
| All | +6,844.0% | +2,221.6% | +4,622.4% | +2,550.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling