-25.0%
TEVA vs M
-3.0%
-21.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.7% | -5.7% | +0.5% |
| 7D | +2.0% | -4.2% | +6.2% | +2.8% |
| 30D | +1.0% | -7.2% | +8.1% | +2.3% |
| 3M | +7.3% | -11.1% | +18.5% | +9.3% |
| 6M | +21.7% | +28.8% | -7.1% | +14.9% |
| YTD | +18.8% | +2.0% | +16.8% | +16.9% |
| 1Y | +86.5% | +31.3% | +55.2% | +74.2% |
| 3Y | +269.4% | +119.1% | +150.3% | +194.3% |
| 5Y | +303.6% | +29.7% | +273.9% | +237.6% |
| All | -25.0% | -3.0% | -21.9% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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