+104.5%
TEVA vs ESI
+27.8%
+76.7%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.5% |
| 7D | +4.7% | -6.6% | +11.3% | +5.7% |
| 30D | +5.5% | -10.9% | +16.4% | +7.2% |
| 3M | +21.6% | -13.8% | +35.4% | +24.2% |
| 6M | +18.4% | -21.5% | +39.9% | +22.1% |
| YTD | +34.1% | +34.7% | -0.6% | +22.2% |
| 1Y | +104.5% | +24.9% | +79.6% | +90.8% |
| All | +104.5% | +27.8% | +76.7% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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