-25.0%
TEVA vs VMC
+156.6%
-181.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +1.7% |
| 7D | +2.0% | -3.8% | +5.8% | +3.3% |
| 30D | +1.0% | -9.7% | +10.6% | +4.4% |
| 3M | +7.3% | -9.6% | +16.9% | +10.5% |
| 6M | +21.7% | -4.8% | +26.6% | +23.1% |
| YTD | +18.8% | -10.9% | +29.7% | +22.2% |
| 1Y | +86.5% | -15.6% | +102.1% | +95.0% |
| 3Y | +269.4% | +19.3% | +250.1% | +235.2% |
| 5Y | +303.6% | +48.0% | +255.6% | +234.0% |
| All | -25.0% | +156.6% | -181.5% | -47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling