+269.4%
TEVA vs ESTC
+6.9%
+262.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +2.0% | -9.2% | +11.2% | +2.7% |
| 30D | +1.0% | +8.1% | -7.1% | -0.1% |
| 3M | +7.3% | +38.5% | -31.2% | +3.8% |
| 6M | +21.7% | +57.8% | -36.1% | +16.0% |
| YTD | +18.8% | +10.5% | +8.3% | +16.9% |
| 1Y | +86.5% | -6.4% | +92.8% | +86.0% |
| 3Y | +269.4% | +4.7% | +264.8% | +268.0% |
| All | +269.4% | +6.9% | +262.5% | +268.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 3y: compounded portfolio wealth divided by compounded ESTC 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…
3y analysis · Full analysis span regression · 6 months rolling