-25.0%
TEVA vs EVRG
+113.9%
-138.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +1.0% | -1.2% | +2.2% | +1.3% |
| 3M | +7.3% | -0.6% | +7.9% | +7.3% |
| 6M | +21.7% | +2.4% | +19.3% | +20.4% |
| YTD | +18.8% | +15.5% | +3.4% | +13.1% |
| 1Y | +86.5% | +16.8% | +69.6% | +76.7% |
| 3Y | +269.4% | +75.0% | +194.4% | +205.5% |
| 5Y | +303.6% | +49.3% | +254.2% | +249.5% |
| All | -25.0% | +113.9% | -138.9% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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