-32.1%
TEVA vs RACE
+640.3%
-672.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | +1.6% | -1.0% | +2.6% | +1.9% |
| 30D | +4.0% | -1.5% | +5.5% | +4.4% |
| 3M | +10.5% | +15.5% | -4.9% | +4.5% |
| 6M | +18.4% | +17.3% | +1.1% | +10.7% |
| YTD | +17.8% | +11.1% | +6.7% | +11.7% |
| 1Y | +90.5% | -14.3% | +104.7% | +97.4% |
| 3Y | +282.1% | +40.2% | +242.0% | +218.1% |
| 5Y | +291.9% | +92.6% | +199.3% | +180.9% |
| 10Y | -24.9% | +786.6% | -811.4% | -64.0% |
| All | -32.1% | +640.3% | -672.4% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling