+269.4%
TEVA vs RVMD
+537.4%
-268.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +2.0% | -3.0% | +5.0% | +2.3% |
| 30D | +1.0% | -0.7% | +1.7% | +1.0% |
| 3M | +7.3% | +36.5% | -29.2% | +4.3% |
| 6M | +21.7% | +104.6% | -82.9% | +13.4% |
| YTD | +18.8% | +155.8% | -137.0% | +7.4% |
| 1Y | +86.5% | +340.7% | -254.2% | +58.9% |
| 3Y | +269.4% | +519.9% | -250.5% | +196.7% |
| All | +269.4% | +537.4% | -268.0% | +196.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling