+269.4%
TEVA vs RRC
+29.5%
+239.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.2% |
| 7D | +2.0% | -1.8% | +3.8% | +2.2% |
| 30D | +1.0% | +2.7% | -1.7% | +0.6% |
| 3M | +7.3% | +8.8% | -1.5% | +6.1% |
| 6M | +21.7% | -1.2% | +22.9% | +21.4% |
| YTD | +18.8% | +17.6% | +1.3% | +15.1% |
| 1Y | +86.5% | +18.4% | +68.0% | +79.6% |
| 3Y | +269.4% | +33.1% | +236.3% | +249.6% |
| All | +269.4% | +29.5% | +239.9% | +249.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 3y: compounded portfolio wealth divided by compounded RRC 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…
3y analysis · Full analysis span regression · 6 months rolling