+1.6%
TEVA vs FIVE
+868.1%
-866.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.7% |
| 7D | -0.2% | +4.3% | -4.5% | -1.1% |
| 30D | +4.7% | +12.5% | -7.8% | +2.1% |
| 3M | +5.6% | +31.2% | -25.6% | -0.4% |
| 6M | +10.5% | +14.4% | -3.9% | +6.3% |
| YTD | +16.5% | +33.9% | -17.4% | +8.5% |
| 1Y | +96.8% | +65.1% | +31.7% | +74.6% |
| 3Y | +269.5% | +49.0% | +220.5% | +217.2% |
| 5Y | +283.5% | +30.3% | +253.2% | +227.6% |
| 10Y | -25.9% | +481.1% | -507.0% | -51.4% |
| All | +1.6% | +868.1% | -866.6% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling