+725.0%
TEVA vs VSAT
+1,461.7%
-736.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.6% |
| 7D | -0.7% | +3.4% | -4.2% | -1.2% |
| 30D | -0.4% | -12.2% | +11.9% | +1.0% |
| 3M | +8.2% | +20.6% | -12.4% | +4.8% |
| 6M | +15.3% | +60.2% | -44.9% | +7.1% |
| YTD | +16.5% | +115.3% | -98.8% | +3.8% |
| 1Y | +85.7% | +154.6% | -68.8% | +61.1% |
| 3Y | +277.9% | +211.2% | +66.7% | +193.3% |
| 5Y | +295.5% | +52.7% | +242.9% | +223.4% |
| 10Y | -24.5% | +2.9% | -27.4% | -37.2% |
| All | +725.0% | +1,461.7% | -736.7% | +385.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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