+299.2%
TEVA vs GWRE
+15.1%
+284.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | +2.0% | -13.2% | +15.2% | +4.4% |
| 30D | +1.0% | -18.6% | +19.5% | +3.6% |
| 3M | +7.3% | +18.9% | -11.6% | +2.0% |
| 6M | +21.7% | -11.0% | +32.7% | +21.1% |
| YTD | +18.8% | -29.9% | +48.7% | +24.7% |
| 1Y | +86.5% | -44.3% | +130.8% | +107.2% |
| 3Y | +269.4% | +51.7% | +217.7% | +194.9% |
| All | +299.2% | +15.1% | +284.2% | +230.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling