+1.4%
TEVA vs ESI
+208.0%
-206.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | 0.0% |
| 7D | -0.7% | -2.3% | +1.6% | -0.1% |
| 30D | -0.4% | -9.0% | +8.7% | +2.3% |
| 3M | +8.2% | -13.3% | +21.5% | +11.4% |
| 6M | +15.3% | +5.3% | +10.0% | +11.3% |
| YTD | +16.5% | +37.6% | -21.1% | +2.9% |
| 1Y | +85.7% | +33.6% | +52.1% | +64.8% |
| 3Y | +277.9% | +75.8% | +202.1% | +201.2% |
| 5Y | +295.5% | +68.6% | +226.9% | +215.0% |
| 10Y | -24.5% | +301.8% | -326.3% | -53.4% |
| All | +1.4% | +208.0% | -206.7% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling