+299.2%
TEVA vs ESTC
-47.6%
+346.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +2.0% | -9.2% | +11.2% | +3.2% |
| 30D | +1.0% | +8.1% | -7.1% | -0.7% |
| 3M | +7.3% | +38.5% | -31.2% | +1.9% |
| 6M | +21.7% | +57.8% | -36.1% | +12.9% |
| YTD | +18.8% | +10.5% | +8.3% | +15.3% |
| 1Y | +86.5% | -6.4% | +92.8% | +84.4% |
| 3Y | +269.4% | +4.7% | +264.8% | +244.1% |
| All | +299.2% | -47.6% | +346.8% | +267.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling