+299.2%
TEVA vs VSH
+74.2%
+225.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.1% | -4.1% | +1.1% |
| 7D | +2.0% | +4.8% | -2.8% | +1.3% |
| 30D | +1.0% | -0.7% | +1.7% | +0.9% |
| 3M | +7.3% | -43.1% | +50.4% | +16.1% |
| 6M | +21.7% | +91.8% | -70.1% | -1.6% |
| YTD | +18.8% | +131.6% | -112.8% | -8.3% |
| 1Y | +86.5% | +118.1% | -31.6% | +44.5% |
| 3Y | +269.4% | +40.9% | +228.5% | +217.7% |
| All | +299.2% | +74.2% | +225.1% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 5y: compounded portfolio wealth divided by compounded VSH 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…
5y analysis · Full analysis span regression · 6 months rolling