+295.5%
TEVA vs FIVE
+30.6%
+264.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.9% |
| 7D | -0.7% | +0.6% | -1.3% | -0.9% |
| 30D | -0.4% | +3.0% | -3.4% | -1.0% |
| 3M | +8.2% | +23.2% | -14.9% | +3.8% |
| 6M | +15.3% | +9.2% | +6.2% | +12.3% |
| YTD | +16.5% | +28.1% | -11.6% | +9.8% |
| 1Y | +85.7% | +65.3% | +20.5% | +65.9% |
| 3Y | +277.9% | +49.4% | +228.5% | +226.2% |
| 5Y | +295.5% | +29.5% | +266.0% | +229.5% |
| All | +295.5% | +30.6% | +264.9% | +229.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling