+6,844.0%
TEVA vs ES
+1,231.7%
+5,612.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +2.0% | -1.0% | +3.0% | +2.1% |
| 3M | +7.0% | +1.5% | +5.5% | +6.5% |
| 6M | +17.0% | -3.5% | +20.5% | +17.6% |
| YTD | +18.1% | +7.0% | +11.1% | +16.0% |
| 1Y | +87.2% | +15.3% | +71.9% | +80.4% |
| 3Y | +283.1% | +30.2% | +252.9% | +255.5% |
| 5Y | +298.4% | -4.3% | +302.7% | +292.9% |
| 10Y | -23.4% | +87.5% | -110.9% | -36.4% |
| All | +6,844.0% | +1,231.7% | +5,612.3% | +3,460.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 all: compounded portfolio wealth divided by compounded ES 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…
all analysis · Full analysis span regression · 6 months rolling