-25.0%
TEVA vs IT
+103.1%
-128.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.3% | -3.2% | +0.6% |
| 7D | +2.0% | -3.7% | +5.7% | +2.9% |
| 30D | +1.0% | +0.1% | +0.9% | +0.4% |
| 3M | +7.3% | +20.7% | -13.4% | -0.2% |
| 6M | +21.7% | +12.0% | +9.8% | +14.3% |
| YTD | +18.8% | -28.8% | +47.7% | +27.2% |
| 1Y | +86.5% | -25.5% | +112.0% | +95.3% |
| 3Y | +269.4% | -48.8% | +318.2% | +322.0% |
| 5Y | +303.6% | -42.7% | +346.3% | +330.3% |
| All | -25.0% | +103.1% | -128.0% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling