+60.3%
TEVA vs REPL
-7.7%
+68.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.2% |
| 7D | +1.6% | -5.7% | +7.3% | +1.9% |
| 30D | +4.0% | +22.5% | -18.5% | +2.8% |
| 3M | +10.5% | +64.7% | -54.1% | +5.2% |
| 6M | +18.4% | +83.0% | -64.6% | +6.1% |
| YTD | +17.8% | +52.0% | -34.2% | +6.5% |
| 1Y | +90.5% | +144.5% | -54.1% | +60.5% |
| 3Y | +282.1% | -25.1% | +307.2% | +206.7% |
| 5Y | +291.9% | -52.9% | +344.8% | +221.6% |
| All | +60.3% | -7.7% | +68.0% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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