+299.2%
TEVA vs EOSE
-70.0%
+369.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.1% |
| 7D | +2.0% | +1.8% | +0.2% | +1.9% |
| 30D | +1.0% | -6.8% | +7.8% | +1.1% |
| 3M | +7.3% | -36.3% | +43.6% | +9.3% |
| 6M | +21.7% | -38.8% | +60.5% | +22.7% |
| YTD | +18.8% | -65.5% | +84.4% | +22.7% |
| 1Y | +86.5% | -45.3% | +131.8% | +83.9% |
| 3Y | +269.4% | +44.2% | +225.3% | +220.1% |
| All | +299.2% | -70.0% | +369.2% | +243.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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