-4.0%
TEVA vs INDA
+109.4%
-113.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.1% | +1.6% |
| 7D | +2.0% | -2.7% | +4.7% | +3.3% |
| 30D | +1.0% | -2.8% | +3.7% | +2.3% |
| 3M | +7.3% | +1.6% | +5.7% | +6.5% |
| 6M | +21.7% | -1.4% | +23.1% | +22.5% |
| YTD | +18.8% | -10.1% | +29.0% | +24.7% |
| 1Y | +86.5% | -8.8% | +95.2% | +94.2% |
| 3Y | +269.4% | +7.6% | +261.8% | +254.4% |
| 5Y | +303.6% | +5.8% | +297.8% | +290.0% |
| 10Y | -22.9% | +84.0% | -107.0% | -40.7% |
| All | -4.0% | +109.4% | -113.4% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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