+298.4%
TEVA vs EXPD
+61.0%
+237.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | -0.1% |
| 7D | -1.7% | +1.2% | -2.9% | -2.0% |
| 30D | +2.0% | +5.2% | -3.2% | +0.6% |
| 3M | +7.0% | +13.2% | -6.2% | +3.3% |
| 6M | +17.0% | +30.3% | -13.3% | +8.5% |
| YTD | +18.1% | +27.0% | -9.0% | +9.5% |
| 1Y | +87.2% | +57.3% | +29.9% | +62.5% |
| 3Y | +283.1% | +70.0% | +213.1% | +217.7% |
| 5Y | +298.4% | +61.6% | +236.8% | +212.2% |
| All | +298.4% | +61.0% | +237.4% | +212.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling