+96.8%
TEVA vs VMC
-8.5%
+105.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -0.2% | -4.3% | +4.1% | +0.7% |
| 30D | +4.7% | -8.2% | +13.0% | +6.7% |
| 3M | +5.6% | -7.0% | +12.7% | +6.9% |
| 6M | +10.5% | -10.8% | +21.2% | +11.9% |
| YTD | +16.5% | -7.4% | +23.9% | +17.4% |
| 1Y | +96.8% | -9.5% | +106.2% | +99.3% |
| All | +96.8% | -8.5% | +105.3% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling