-25.0%
TEVA vs FIVE
+491.7%
-516.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.7% | +1.7% |
| 7D | +2.0% | -3.0% | +5.0% | +2.7% |
| 30D | +1.0% | +2.7% | -1.8% | +0.1% |
| 3M | +7.3% | +21.1% | -13.8% | +2.0% |
| 6M | +21.7% | +11.9% | +9.8% | +16.8% |
| YTD | +18.8% | +29.9% | -11.0% | +9.8% |
| 1Y | +86.5% | +67.8% | +18.7% | +60.9% |
| 3Y | +269.4% | +52.8% | +216.6% | +205.3% |
| 5Y | +303.6% | +31.3% | +272.3% | +232.5% |
| All | -25.0% | +491.7% | -516.6% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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