+86.5%
TEVA vs GWRE
-44.7%
+131.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +2.0% |
| 7D | +2.0% | -13.2% | +15.2% | +2.2% |
| 30D | +1.0% | -18.6% | +19.5% | +1.0% |
| 3M | +7.3% | +18.9% | -11.6% | +7.0% |
| 6M | +21.7% | -11.0% | +32.7% | +21.0% |
| YTD | +18.8% | -29.9% | +48.7% | +22.9% |
| 1Y | +86.5% | -44.3% | +130.8% | +91.7% |
| All | +86.5% | -44.7% | +131.1% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling