+299.2%
TEVA vs EL
-69.0%
+368.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.4% | +1.9% |
| 7D | +2.0% | -6.5% | +8.5% | +3.3% |
| 30D | +1.0% | +11.1% | -10.2% | -1.4% |
| 3M | +7.3% | +10.7% | -3.4% | +4.8% |
| 6M | +21.7% | +6.9% | +14.9% | +18.9% |
| YTD | +18.8% | -6.3% | +25.1% | +18.2% |
| 1Y | +86.5% | +13.5% | +73.0% | +76.9% |
| 3Y | +269.4% | -33.1% | +302.5% | +280.0% |
| All | +299.2% | -69.0% | +368.3% | +418.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling