-44.0%
TEVA vs RUN
-34.5%
-9.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.1% |
| 7D | +2.0% | -3.7% | +5.7% | +2.4% |
| 30D | +1.0% | -13.0% | +14.0% | +2.6% |
| 3M | +7.3% | -31.8% | +39.1% | +11.6% |
| 6M | +21.7% | -32.2% | +54.0% | +25.8% |
| YTD | +18.8% | -53.5% | +72.3% | +26.2% |
| 1Y | +86.5% | -46.5% | +133.0% | +93.3% |
| 3Y | +269.4% | -37.6% | +307.0% | +223.4% |
| 5Y | +303.6% | -80.9% | +384.4% | +289.4% |
| 10Y | -22.9% | +41.3% | -64.2% | -50.6% |
| All | -44.0% | -34.5% | -9.5% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling