+6.5%
TEVA vs VIG
+610.7%
-604.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | -0.7% | -2.2% | +1.5% | +1.1% |
| 30D | -0.4% | -3.2% | +2.9% | +2.3% |
| 3M | +8.2% | +3.0% | +5.2% | +5.5% |
| 6M | +15.3% | +8.1% | +7.2% | +8.3% |
| YTD | +16.5% | +9.1% | +7.4% | +8.6% |
| 1Y | +85.7% | +12.6% | +73.2% | +69.0% |
| 3Y | +277.9% | +55.4% | +222.5% | +165.0% |
| 5Y | +295.5% | +62.8% | +232.8% | +169.2% |
| 10Y | -24.5% | +246.6% | -271.1% | -69.1% |
| All | +6.5% | +610.7% | -604.2% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling