+311.7%
TEVA vs VSXY
+37.5%
+274.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.0% | +1.7% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +1.0% | -18.7% | +19.6% | +3.0% |
| 3M | +7.3% | -4.0% | +11.3% | +7.3% |
| 6M | +21.7% | +67.5% | -45.8% | +12.0% |
| YTD | +18.8% | +39.7% | -20.8% | +11.3% |
| 1Y | +86.5% | +180.0% | -93.5% | +58.3% |
| 3Y | +269.4% | +337.3% | -67.9% | +176.3% |
| 5Y | +303.6% | +22.7% | +280.9% | +241.5% |
| All | +311.7% | +37.5% | +274.1% | +248.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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