+6,751.7%
TEVA vs EXPD
+30,859.1%
-24,107.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -0.2% | -1.1% | +0.9% | 0.0% |
| 30D | +4.7% | +4.1% | +0.6% | +3.9% |
| 3M | +5.6% | +17.9% | -12.3% | +2.2% |
| 6M | +10.5% | +29.2% | -18.7% | +5.0% |
| YTD | +16.5% | +27.4% | -10.9% | +10.6% |
| 1Y | +96.8% | +56.8% | +39.9% | +79.2% |
| 3Y | +269.5% | +68.0% | +201.5% | +229.9% |
| 5Y | +283.5% | +61.9% | +221.7% | +241.8% |
| 10Y | -25.9% | +316.0% | -341.9% | -43.9% |
| All | +6,751.7% | +30,859.1% | -24,107.4% | +2,701.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling