+6,749.8%
TEVA vs TECH
+100,565.0%
-93,815.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | -0.4% | 0.0% | -0.4% | -0.4% |
| 3M | +8.2% | +37.4% | -29.2% | +2.2% |
| 6M | +15.3% | +36.9% | -21.5% | +8.1% |
| YTD | +16.5% | +23.1% | -6.6% | +10.8% |
| 1Y | +85.7% | +42.2% | +43.5% | +71.8% |
| 3Y | +277.9% | +1.9% | +275.9% | +263.0% |
| 5Y | +295.5% | -42.9% | +338.5% | +312.2% |
| 10Y | -24.5% | +188.2% | -212.7% | -38.7% |
| All | +6,749.8% | +100,565.0% | -93,815.2% | +2,844.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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