-25.0%
TEVA vs ET
+177.0%
-202.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.9% | +2.4% |
| 7D | +2.0% | +0.2% | +1.8% | +1.9% |
| 30D | +1.0% | +2.9% | -1.9% | -0.2% |
| 3M | +7.3% | +16.8% | -9.5% | +0.9% |
| 6M | +21.7% | +18.9% | +2.9% | +13.3% |
| YTD | +18.8% | +37.7% | -18.9% | +4.3% |
| 1Y | +86.5% | +32.4% | +54.0% | +66.0% |
| 3Y | +269.4% | +99.5% | +169.9% | +176.8% |
| 5Y | +303.6% | +244.0% | +59.6% | +143.1% |
| All | -25.0% | +177.0% | -202.0% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling