+229.3%
TEVA vs ROIV
+232.7%
-3.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.9% |
| 7D | -0.2% | +0.6% | -0.9% | -0.3% |
| 30D | +4.7% | +1.0% | +3.8% | +4.6% |
| 3M | +5.6% | +18.3% | -12.7% | +3.7% |
| 6M | +10.5% | +18.3% | -7.8% | +8.4% |
| YTD | +16.5% | +61.0% | -44.5% | +10.6% |
| 1Y | +96.8% | +177.9% | -81.1% | +76.9% |
| 3Y | +269.5% | +199.1% | +70.5% | +226.0% |
| 5Y | +283.5% | +250.7% | +32.8% | +210.5% |
| All | +229.3% | +232.7% | -3.3% | +172.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling