+269.4%
TEVA vs EL
-34.0%
+303.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.4% | +1.9% |
| 7D | +2.0% | -6.5% | +8.5% | +2.9% |
| 30D | +1.0% | +11.1% | -10.2% | -0.7% |
| 3M | +7.3% | +10.7% | -3.4% | +5.6% |
| 6M | +21.7% | +6.9% | +14.9% | +19.7% |
| YTD | +18.8% | -6.3% | +25.1% | +18.3% |
| 1Y | +86.5% | +13.5% | +73.0% | +79.9% |
| 3Y | +269.4% | -33.1% | +302.5% | +283.1% |
| All | +269.4% | -34.0% | +303.4% | +283.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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