-25.0%
TEVA vs RSG
+428.9%
-453.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.3% | +1.7% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +1.0% | +4.0% | -3.0% | -0.7% |
| 3M | +7.3% | +7.4% | -0.1% | +4.0% |
| 6M | +21.7% | +0.1% | +21.6% | +21.0% |
| YTD | +18.8% | +6.0% | +12.8% | +14.9% |
| 1Y | +86.5% | -3.0% | +89.4% | +87.2% |
| 3Y | +269.4% | +56.5% | +212.9% | +184.3% |
| 5Y | +303.6% | +90.9% | +212.7% | +173.0% |
| All | -25.0% | +428.9% | -453.9% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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