+9.9%
TEVA vs RNG
+301.7%
-291.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +2.0% | -6.1% | +8.1% | +2.9% |
| 30D | +1.0% | +9.6% | -8.7% | -0.5% |
| 3M | +7.3% | +83.3% | -76.0% | -2.4% |
| 6M | +21.7% | +77.9% | -56.2% | +10.1% |
| YTD | +18.8% | +139.9% | -121.1% | +1.3% |
| 1Y | +86.5% | +121.7% | -35.2% | +60.2% |
| 3Y | +269.4% | +121.9% | +147.6% | +207.1% |
| 5Y | +303.6% | -68.4% | +371.9% | +322.5% |
| 10Y | -22.9% | +220.0% | -243.0% | -47.5% |
| All | +9.9% | +301.7% | -291.8% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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