+1,025.7%
TEVA vs MDY
+2,611.4%
-1,585.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.5% |
| 7D | +2.0% | -1.9% | +3.9% | +3.3% |
| 30D | +1.0% | -4.6% | +5.6% | +4.1% |
| 3M | +7.3% | -1.2% | +8.6% | +8.0% |
| 6M | +21.7% | +9.2% | +12.5% | +14.8% |
| YTD | +18.8% | +13.1% | +5.8% | +9.4% |
| 1Y | +86.5% | +13.0% | +73.5% | +71.8% |
| 3Y | +269.4% | +49.2% | +220.2% | +181.0% |
| 5Y | +303.6% | +47.2% | +256.3% | +211.2% |
| 10Y | -22.9% | +176.0% | -198.9% | -58.0% |
| All | +1,025.7% | +2,611.4% | -1,585.7% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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