+1,007.0%
TEVA vs RSG
+2,015.5%
-1,008.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.3% | +1.9% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +1.0% | +4.0% | -3.0% | +0.1% |
| 3M | +7.3% | +7.4% | -0.1% | +5.6% |
| 6M | +21.7% | +0.1% | +21.6% | +21.4% |
| YTD | +18.8% | +6.0% | +12.8% | +16.9% |
| 1Y | +86.5% | -3.0% | +89.4% | +86.8% |
| 3Y | +269.4% | +56.5% | +212.9% | +229.8% |
| 5Y | +303.6% | +90.9% | +212.7% | +243.3% |
| 10Y | -22.9% | +428.7% | -451.7% | -46.6% |
| All | +1,007.0% | +2,015.5% | -1,008.5% | +465.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling