+71.0%
TEVA vs ESTC
+26.3%
+44.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.8% | +1.7% |
| 7D | +1.6% | -4.3% | +5.9% | +2.2% |
| 30D | +4.0% | +17.7% | -13.8% | +0.1% |
| 3M | +10.5% | +42.3% | -31.8% | +2.5% |
| 6M | +18.4% | +64.6% | -46.2% | +6.2% |
| YTD | +17.8% | +17.2% | +0.6% | +11.6% |
| 1Y | +90.5% | -4.2% | +94.7% | +86.3% |
| 3Y | +282.1% | +13.5% | +268.6% | +239.0% |
| 5Y | +291.9% | -45.5% | +337.4% | +282.9% |
| All | +71.0% | +26.3% | +44.7% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling