+6,889.2%
TEVA vs RJF
+48,495.2%
-41,605.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.1% | +2.0% |
| 7D | +2.0% | -2.7% | +4.7% | +2.7% |
| 30D | +1.0% | -4.3% | +5.2% | +1.9% |
| 3M | +7.3% | +15.7% | -8.4% | +3.4% |
| 6M | +21.7% | +17.8% | +3.9% | +16.7% |
| YTD | +18.8% | +9.2% | +9.7% | +15.7% |
| 1Y | +86.5% | +2.8% | +83.7% | +84.1% |
| 3Y | +269.4% | +69.5% | +200.0% | +220.7% |
| 5Y | +303.6% | +105.9% | +197.7% | +233.3% |
| 10Y | -22.9% | +424.9% | -447.8% | -48.0% |
| All | +6,889.2% | +48,495.2% | -41,605.9% | +1,364.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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