+299.2%
TEVA vs EFX
-36.2%
+335.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.5% | +1.9% |
| 7D | +2.0% | -4.5% | +6.6% | +3.2% |
| 30D | +1.0% | -6.1% | +7.0% | +2.3% |
| 3M | +7.3% | +6.2% | +1.1% | +4.7% |
| 6M | +21.7% | -11.2% | +32.9% | +24.3% |
| YTD | +18.8% | -21.4% | +40.2% | +24.7% |
| 1Y | +86.5% | -34.3% | +120.8% | +106.5% |
| 3Y | +269.4% | -12.5% | +281.9% | +258.9% |
| All | +299.2% | -36.2% | +335.4% | +292.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling