+134.0%
TEVA vs EQX
+232.0%
-98.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.8% |
| 7D | +2.0% | -3.2% | +5.2% | +2.4% |
| 30D | +1.0% | +7.8% | -6.8% | -0.1% |
| 3M | +7.3% | +21.3% | -14.0% | +4.2% |
| 6M | +21.7% | -22.4% | +44.1% | +24.5% |
| YTD | +18.8% | -11.3% | +30.2% | +18.7% |
| 1Y | +86.5% | +13.5% | +73.0% | +79.8% |
| 3Y | +269.4% | +162.1% | +107.3% | +208.2% |
| 5Y | +303.6% | +84.2% | +219.4% | +236.7% |
| All | +134.0% | +232.0% | -98.0% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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