-25.0%
TEVA vs Z
-2.5%
-22.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | +1.3% |
| 7D | +2.0% | -6.0% | +8.0% | +3.1% |
| 30D | +1.0% | -2.3% | +3.2% | +1.1% |
| 3M | +7.3% | -0.6% | +7.9% | +6.6% |
| 6M | +21.7% | -27.6% | +49.3% | +28.0% |
| YTD | +18.8% | -52.4% | +71.2% | +34.7% |
| 1Y | +86.5% | -63.6% | +150.1% | +121.8% |
| 3Y | +269.4% | -36.4% | +305.8% | +277.9% |
| 5Y | +303.6% | -64.6% | +368.2% | +332.9% |
| All | -25.0% | -2.5% | -22.5% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling