-25.0%
TEVA vs RACE
+844.0%
-868.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.8% | +1.6% |
| 7D | +2.0% | +0.9% | +1.1% | +1.6% |
| 30D | +1.0% | +1.6% | -0.7% | +0.2% |
| 3M | +7.3% | +13.2% | -5.9% | +1.8% |
| 6M | +21.7% | +22.9% | -1.2% | +11.2% |
| YTD | +18.8% | +13.3% | +5.6% | +11.4% |
| 1Y | +86.5% | -12.7% | +99.2% | +92.5% |
| 3Y | +269.4% | +40.3% | +229.1% | +200.9% |
| 5Y | +303.6% | +96.5% | +207.1% | +174.7% |
| All | -25.0% | +844.0% | -868.9% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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