+299.2%
TEVA vs S
-69.2%
+368.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +2.0% | -0.7% | +2.7% | +2.1% |
| 30D | +1.0% | -11.4% | +12.4% | +2.1% |
| 3M | +7.3% | +33.8% | -26.5% | +3.3% |
| 6M | +21.7% | +39.5% | -17.8% | +15.9% |
| YTD | +18.8% | +31.7% | -12.8% | +13.6% |
| 1Y | +86.5% | +7.0% | +79.5% | +82.2% |
| 3Y | +269.4% | +11.8% | +257.7% | +248.8% |
| All | +299.2% | -69.2% | +368.5% | +294.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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