+6,827.0%
TEVA vs EXPD
+30,393.4%
-23,566.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.4% |
| 7D | +1.6% | -0.9% | +2.5% | +1.7% |
| 30D | +4.0% | +4.1% | -0.1% | +3.1% |
| 3M | +10.5% | +13.8% | -3.3% | +7.7% |
| 6M | +18.4% | +27.3% | -8.9% | +12.8% |
| YTD | +17.8% | +25.4% | -7.7% | +12.1% |
| 1Y | +90.5% | +54.4% | +36.1% | +74.0% |
| 3Y | +282.1% | +67.9% | +214.2% | +241.2% |
| 5Y | +291.9% | +59.2% | +232.7% | +250.3% |
| 10Y | -24.9% | +308.6% | -333.4% | -42.9% |
| All | +6,827.0% | +30,393.4% | -23,566.3% | +2,740.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EXPD 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling