-26.5%
TEVA vs EXPD
+324.8%
-351.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -0.7% | +1.2% | -1.9% | -1.2% |
| 30D | -0.4% | +6.8% | -7.2% | -2.9% |
| 3M | +8.2% | +14.9% | -6.7% | +2.2% |
| 6M | +15.3% | +34.6% | -19.3% | +1.9% |
| YTD | +16.5% | +27.7% | -11.2% | +4.0% |
| 1Y | +85.7% | +57.7% | +28.1% | +51.0% |
| 3Y | +277.9% | +70.9% | +206.9% | +188.8% |
| 5Y | +295.5% | +59.5% | +236.1% | +202.1% |
| All | -26.5% | +324.8% | -351.2% | -64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling