+3,329.0%
TEVA vs M
+363.3%
+2,965.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +1.0% |
| 7D | -1.7% | -4.1% | +2.4% | -1.0% |
| 30D | +2.0% | -13.6% | +15.6% | +4.5% |
| 3M | +7.0% | -2.3% | +9.2% | +6.9% |
| 6M | +17.0% | +21.9% | -4.9% | +12.2% |
| YTD | +18.1% | -0.6% | +18.7% | +17.0% |
| 1Y | +87.2% | +29.7% | +57.5% | +76.7% |
| 3Y | +283.1% | +107.3% | +175.8% | +218.1% |
| 5Y | +298.4% | +20.5% | +277.9% | +247.4% |
| 10Y | -23.4% | -6.1% | -17.4% | -38.8% |
| All | +3,329.0% | +363.3% | +2,965.6% | +1,705.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling