+16.4%
TEVA vs ET
+1,438.5%
-1,422.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.9% | +2.2% |
| 7D | +2.0% | +0.2% | +1.8% | +1.9% |
| 30D | +1.0% | +2.9% | -1.9% | +0.3% |
| 3M | +7.3% | +16.8% | -9.5% | +3.5% |
| 6M | +21.7% | +18.9% | +2.9% | +16.8% |
| YTD | +18.8% | +37.7% | -18.9% | +10.2% |
| 1Y | +86.5% | +32.4% | +54.0% | +74.4% |
| 3Y | +269.4% | +99.5% | +169.9% | +213.9% |
| 5Y | +303.6% | +244.0% | +59.6% | +204.3% |
| 10Y | -22.9% | +172.1% | -195.0% | -42.3% |
| All | +16.4% | +1,438.5% | -1,422.1% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling