-25.0%
TEVA vs EME
+1,362.1%
-1,387.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.3% | +0.5% |
| 7D | +2.0% | +3.5% | -1.5% | +0.7% |
| 30D | +1.0% | -6.3% | +7.3% | +3.1% |
| 3M | +7.3% | -3.8% | +11.1% | +7.2% |
| 6M | +21.7% | +8.5% | +13.2% | +15.2% |
| YTD | +18.8% | +27.8% | -9.0% | +4.8% |
| 1Y | +86.5% | +22.2% | +64.3% | +65.1% |
| 3Y | +269.4% | +253.5% | +16.0% | +94.2% |
| 5Y | +303.6% | +578.6% | -275.0% | +52.0% |
| All | -25.0% | +1,362.1% | -1,387.1% | -79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling