-25.0%
TEVA vs VIG
+250.0%
-275.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.3% |
| 7D | +2.0% | -1.1% | +3.1% | +3.2% |
| 30D | +1.0% | -2.7% | +3.7% | +4.0% |
| 3M | +7.3% | +2.5% | +4.8% | +4.3% |
| 6M | +21.7% | +9.2% | +12.5% | +10.7% |
| YTD | +18.8% | +9.8% | +9.0% | +7.4% |
| 1Y | +86.5% | +12.4% | +74.1% | +64.7% |
| 3Y | +269.4% | +55.9% | +213.5% | +128.0% |
| 5Y | +303.6% | +63.9% | +239.6% | +136.0% |
| All | -25.0% | +250.0% | -275.0% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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