-6.8%
TEVA vs USFR
+27.7%
-34.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +2.0% | +2.0% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +1.0% | +0.4% | +0.6% | +0.8% |
| 3M | +7.3% | +1.0% | +6.3% | +6.9% |
| 6M | +21.7% | +2.0% | +19.7% | +20.7% |
| YTD | +18.8% | +2.8% | +16.1% | +17.5% |
| 1Y | +86.5% | +4.1% | +82.4% | +83.3% |
| 3Y | +269.4% | +14.1% | +255.3% | +248.3% |
| 5Y | +303.6% | +20.6% | +283.0% | +271.6% |
| 10Y | -22.9% | +28.1% | -51.1% | -29.7% |
| All | -6.8% | +27.7% | -34.5% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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