+299.2%
TEVA vs RUN
-81.0%
+380.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.1% |
| 7D | +2.0% | -3.7% | +5.7% | +2.3% |
| 30D | +1.0% | -13.0% | +14.0% | +2.2% |
| 3M | +7.3% | -31.8% | +39.1% | +10.6% |
| 6M | +21.7% | -32.2% | +54.0% | +24.9% |
| YTD | +18.8% | -53.5% | +72.3% | +24.4% |
| 1Y | +86.5% | -46.5% | +133.0% | +91.8% |
| 3Y | +269.4% | -37.6% | +307.0% | +232.7% |
| All | +299.2% | -81.0% | +380.2% | +296.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 5y: compounded portfolio wealth divided by compounded RUN 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…
5y analysis · Full analysis span regression · 6 months rolling