+6,889.2%
TEVA vs VSH
+1,759.4%
+5,129.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.1% | -4.1% | +0.9% |
| 7D | +2.0% | +4.8% | -2.8% | +1.1% |
| 30D | +1.0% | -0.7% | +1.7% | +0.9% |
| 3M | +7.3% | -43.1% | +50.4% | +16.5% |
| 6M | +21.7% | +91.8% | -70.1% | +3.0% |
| YTD | +18.8% | +131.6% | -112.8% | -3.4% |
| 1Y | +86.5% | +118.1% | -31.6% | +52.4% |
| 3Y | +269.4% | +40.9% | +228.5% | +217.6% |
| 5Y | +303.6% | +75.8% | +227.8% | +229.5% |
| 10Y | -22.9% | +193.8% | -216.7% | -42.7% |
| All | +6,889.2% | +1,759.4% | +5,129.8% | +2,981.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling