-25.0%
TEVA vs TROW
+130.0%
-155.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.6% |
| 7D | +2.0% | -3.2% | +5.2% | +3.6% |
| 30D | +1.0% | -4.6% | +5.6% | +3.2% |
| 3M | +7.3% | -0.7% | +8.0% | +6.9% |
| 6M | +21.7% | +22.2% | -0.5% | +9.6% |
| YTD | +18.8% | +6.6% | +12.2% | +13.9% |
| 1Y | +86.5% | +5.8% | +80.6% | +79.0% |
| 3Y | +269.4% | +11.6% | +257.8% | +234.3% |
| 5Y | +303.6% | -38.9% | +342.5% | +385.0% |
| All | -25.0% | +130.0% | -155.0% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 10y: compounded portfolio wealth divided by compounded TROW 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…
10y analysis · Full analysis span regression · 6 months rolling