+96.8%
TEVA vs ELF
-17.5%
+114.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.8% |
| 7D | -0.2% | +5.4% | -5.6% | -0.3% |
| 30D | +4.7% | +27.0% | -22.3% | +4.3% |
| 3M | +5.6% | +113.2% | -107.6% | +3.0% |
| 6M | +10.5% | +36.6% | -26.1% | +10.1% |
| YTD | +16.5% | +44.2% | -27.7% | +15.5% |
| 1Y | +96.8% | -18.0% | +114.7% | +95.9% |
| All | +96.8% | -17.5% | +114.3% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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