+6,749.8%
TEVA vs RGEN
+1,546.8%
+5,203.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | -0.7% | -2.9% | +2.2% | -0.6% |
| 30D | -0.4% | -0.1% | -0.3% | -0.4% |
| 3M | +8.2% | +25.9% | -17.7% | +6.7% |
| 6M | +15.3% | +35.2% | -19.9% | +13.1% |
| YTD | +16.5% | +0.5% | +16.0% | +16.0% |
| 1Y | +85.7% | +37.0% | +48.8% | +81.7% |
| 3Y | +277.9% | +2.0% | +275.8% | +271.8% |
| 5Y | +295.5% | -44.2% | +339.7% | +297.4% |
| 10Y | -24.5% | +411.6% | -436.1% | -32.0% |
| All | +6,749.8% | +1,546.8% | +5,203.0% | +4,662.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling