+269.4%
TEVA vs RGEN
+2.2%
+267.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | +2.0% | -1.4% | +3.5% | +2.2% |
| 30D | +1.0% | -0.3% | +1.3% | +0.9% |
| 3M | +7.3% | +23.9% | -16.6% | +3.4% |
| 6M | +21.7% | +38.5% | -16.8% | +14.7% |
| YTD | +18.8% | +0.8% | +18.0% | +17.3% |
| 1Y | +86.5% | +38.2% | +48.3% | +74.6% |
| 3Y | +269.4% | +1.3% | +268.1% | +266.7% |
| All | +269.4% | +2.2% | +267.2% | +266.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling