+6,749.8%
TEVA vs VFC
+786.8%
+5,963.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -0.9% |
| 7D | -0.7% | -4.0% | +3.2% | +0.1% |
| 30D | -0.4% | -14.6% | +14.3% | +3.1% |
| 3M | +8.2% | -23.1% | +31.3% | +13.2% |
| 6M | +15.3% | -25.2% | +40.6% | +20.7% |
| YTD | +16.5% | -29.5% | +45.9% | +23.1% |
| 1Y | +85.7% | -14.4% | +100.1% | +86.4% |
| 3Y | +277.9% | -28.7% | +306.6% | +261.2% |
| 5Y | +295.5% | -79.1% | +374.7% | +397.6% |
| 10Y | -24.5% | -69.4% | +45.0% | -14.2% |
| All | +6,749.8% | +786.8% | +5,963.0% | +4,787.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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