+404.5%
TEVA vs EXPD
+75.3%
+329.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +2.0% |
| 7D | +4.4% | +5.5% | -1.1% | +3.5% |
| 30D | +9.3% | -0.8% | +10.1% | +9.4% |
| 3M | +21.9% | +4.1% | +17.7% | +20.9% |
| 6M | +22.8% | +25.7% | -2.9% | +17.5% |
| YTD | +42.6% | +31.4% | +11.2% | +34.4% |
| 1Y | +74.2% | +42.2% | +32.1% | +61.3% |
| 3Y | +404.5% | +77.2% | +327.3% | +320.2% |
| All | +404.5% | +75.3% | +329.3% | +320.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling