+2,864.5%
V vs TEVA
-1.4%
+2,865.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -2.9% | -1.7% | -1.2% | -2.6% |
| 30D | +1.9% | +2.0% | -0.1% | +1.4% |
| 3M | +13.2% | +7.0% | +6.3% | +11.5% |
| 6M | +16.7% | +17.0% | -0.3% | +12.8% |
| YTD | +5.4% | +18.1% | -12.7% | +1.6% |
| 1Y | +7.7% | +87.2% | -79.6% | -5.4% |
| 3Y | +52.0% | +283.1% | -231.1% | +11.7% |
| 5Y | +67.7% | +298.4% | -230.6% | +18.3% |
| 10Y | +384.8% | -23.4% | +408.2% | +367.1% |
| All | +2,864.5% | -1.4% | +2,865.9% | +2,118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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