+96.8%
TEVA vs EFX
-25.2%
+122.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.7% | -0.4% |
| 7D | -0.2% | -8.6% | +8.4% | +0.2% |
| 30D | +4.7% | +0.1% | +4.6% | +4.6% |
| 3M | +5.6% | +3.8% | +1.8% | +5.2% |
| 6M | +10.5% | -13.5% | +24.0% | +10.3% |
| YTD | +16.5% | -17.7% | +34.2% | +17.4% |
| 1Y | +96.8% | -25.6% | +122.3% | +101.7% |
| All | +96.8% | -25.2% | +122.0% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling