+861.9%
TEVA vs EL
+1,558.7%
-696.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | -0.9% |
| 7D | -0.7% | -4.4% | +3.6% | +0.2% |
| 30D | -0.4% | +10.3% | -10.6% | -2.7% |
| 3M | +8.2% | +13.4% | -5.1% | +4.9% |
| 6M | +15.3% | +3.1% | +12.2% | +13.2% |
| YTD | +16.5% | -6.9% | +23.4% | +15.9% |
| 1Y | +85.7% | +11.9% | +73.8% | +76.5% |
| 3Y | +277.9% | -33.8% | +311.7% | +284.7% |
| 5Y | +295.5% | -69.0% | +364.5% | +370.7% |
| 10Y | -24.5% | +25.3% | -49.7% | -33.7% |
| All | +861.9% | +1,558.7% | -696.7% | +409.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling