+299.2%
TEVA vs ESI
+67.8%
+231.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | +2.0% | -4.6% | +6.6% | +3.6% |
| 30D | +1.0% | -10.5% | +11.5% | +4.5% |
| 3M | +7.3% | -19.8% | +27.1% | +13.9% |
| 6M | +21.7% | +5.8% | +15.9% | +15.7% |
| YTD | +18.8% | +38.3% | -19.5% | +1.1% |
| 1Y | +86.5% | +31.5% | +55.0% | +60.8% |
| 3Y | +269.4% | +80.7% | +188.7% | +165.2% |
| All | +299.2% | +67.8% | +231.4% | +183.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling