+96.8%
TEVA vs EME
+19.7%
+77.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | -0.2% | +1.9% | -2.1% | -0.5% |
| 30D | +4.7% | -8.3% | +13.0% | +5.9% |
| 3M | +5.6% | -10.7% | +16.4% | +7.6% |
| 6M | +10.5% | +1.9% | +8.6% | +8.3% |
| YTD | +16.5% | +23.5% | -7.0% | +9.0% |
| 1Y | +96.8% | +18.0% | +78.8% | +85.5% |
| All | +96.8% | +19.7% | +77.1% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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