-25.0%
TEVA vs ZBRA
+435.2%
-460.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.5% |
| 7D | +2.0% | -3.4% | +5.4% | +3.1% |
| 30D | +1.0% | -7.4% | +8.4% | +3.3% |
| 3M | +7.3% | +57.5% | -50.2% | -9.0% |
| 6M | +21.7% | +64.0% | -42.3% | +0.8% |
| YTD | +18.8% | +44.3% | -25.5% | +1.7% |
| 1Y | +86.5% | +10.9% | +75.6% | +73.4% |
| 3Y | +269.4% | +37.5% | +231.9% | +201.1% |
| 5Y | +303.6% | -39.7% | +343.2% | +336.1% |
| All | -25.0% | +435.2% | -460.2% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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