+50.2%
TEVA vs VYM
+488.1%
-437.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.4% | +1.5% |
| 7D | +2.0% | -0.8% | +2.8% | +2.6% |
| 30D | +1.0% | -2.2% | +3.2% | +2.7% |
| 3M | +7.3% | +3.1% | +4.3% | +4.8% |
| 6M | +21.7% | +9.7% | +12.0% | +13.4% |
| YTD | +18.8% | +14.9% | +3.9% | +6.8% |
| 1Y | +86.5% | +17.6% | +68.9% | +65.0% |
| 3Y | +269.4% | +65.3% | +204.1% | +152.4% |
| 5Y | +303.6% | +78.7% | +224.9% | +164.0% |
| 10Y | -22.9% | +208.2% | -231.1% | -63.0% |
| All | +50.2% | +488.1% | -437.9% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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