+6,749.8%
TEVA vs LEN
+9,810.8%
-3,061.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.2% | -0.8% |
| 7D | -0.7% | -7.8% | +7.0% | +0.5% |
| 30D | -0.4% | -11.0% | +10.7% | +1.4% |
| 3M | +8.2% | -12.8% | +21.0% | +10.2% |
| 6M | +15.3% | -20.2% | +35.5% | +18.8% |
| YTD | +16.5% | -23.0% | +39.5% | +20.3% |
| 1Y | +85.7% | -41.8% | +127.6% | +99.6% |
| 3Y | +277.9% | -28.8% | +306.7% | +289.4% |
| 5Y | +295.5% | -12.6% | +308.1% | +291.2% |
| 10Y | -24.5% | +101.7% | -126.2% | -35.1% |
| All | +6,749.8% | +9,810.8% | -3,061.0% | +2,671.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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