-25.0%
TEVA vs ESI
+312.8%
-337.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | +2.0% | -4.6% | +6.6% | +3.9% |
| 30D | +1.0% | -10.5% | +11.5% | +5.2% |
| 3M | +7.3% | -19.8% | +27.1% | +15.1% |
| 6M | +21.7% | +5.8% | +15.9% | +15.2% |
| YTD | +18.8% | +38.3% | -19.5% | -0.5% |
| 1Y | +86.5% | +31.5% | +55.0% | +58.3% |
| 3Y | +269.4% | +80.7% | +188.7% | +161.8% |
| 5Y | +303.6% | +69.4% | +234.2% | +186.5% |
| All | -25.0% | +312.8% | -337.7% | -66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling