+236.0%
TEVA vs ROIV
+288.8%
-52.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +2.0% | +16.9% | -14.9% | +0.3% |
| 30D | +1.0% | +12.9% | -11.9% | -0.4% |
| 3M | +7.3% | +37.3% | -30.0% | +3.7% |
| 6M | +21.7% | +38.0% | -16.3% | +17.4% |
| YTD | +18.8% | +88.1% | -69.3% | +10.9% |
| 1Y | +86.5% | +183.3% | -96.8% | +67.0% |
| 3Y | +269.4% | +254.6% | +14.8% | +220.3% |
| 5Y | +303.6% | +309.8% | -6.2% | +221.1% |
| All | +236.0% | +288.8% | -52.8% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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