+86.5%
TEVA vs RVMD
+375.0%
-288.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +2.0% | -3.0% | +5.0% | +2.2% |
| 30D | +1.0% | -0.7% | +1.7% | +1.0% |
| 3M | +7.3% | +36.5% | -29.2% | +4.8% |
| 6M | +21.7% | +104.6% | -82.9% | +15.1% |
| YTD | +18.8% | +155.8% | -137.0% | +8.6% |
| 1Y | +86.5% | +340.7% | -254.2% | +44.2% |
| All | +86.5% | +375.0% | -288.5% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling