+6,749.8%
TEVA vs VMC
+3,093.3%
+3,656.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.6% | -1.4% |
| 7D | -0.7% | -3.7% | +3.0% | +0.1% |
| 30D | -0.4% | -12.8% | +12.4% | +2.8% |
| 3M | +8.2% | -7.9% | +16.2% | +10.0% |
| 6M | +15.3% | -7.5% | +22.8% | +17.1% |
| YTD | +16.5% | -11.6% | +28.1% | +19.1% |
| 1Y | +85.7% | -14.3% | +100.0% | +91.1% |
| 3Y | +277.9% | +18.5% | +259.4% | +256.7% |
| 5Y | +295.5% | +46.8% | +248.8% | +253.5% |
| 10Y | -24.5% | +153.2% | -177.7% | -41.9% |
| All | +6,749.8% | +3,093.3% | +3,656.5% | +2,522.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling