-25.0%
TEVA vs RGEN
+415.7%
-440.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | +2.0% | -1.4% | +3.5% | +2.3% |
| 30D | +1.0% | -0.3% | +1.3% | +0.9% |
| 3M | +7.3% | +23.9% | -16.6% | +1.7% |
| 6M | +21.7% | +38.5% | -16.8% | +11.9% |
| YTD | +18.8% | +0.8% | +18.0% | +16.8% |
| 1Y | +86.5% | +38.2% | +48.3% | +69.8% |
| 3Y | +269.4% | +1.3% | +268.1% | +243.2% |
| 5Y | +303.6% | -44.0% | +347.6% | +309.8% |
| All | -25.0% | +415.7% | -440.7% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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