+51.8%
VG vs TEVA
+106.6%
-54.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.1% | -7.5% | -7.7% |
| 7D | -16.4% | +4.7% | -21.1% | -15.4% |
| 30D | -10.8% | +5.5% | -16.3% | -9.5% |
| 3M | -6.3% | +21.6% | -27.8% | -0.8% |
| 6M | -12.5% | +18.4% | -30.9% | -8.0% |
| YTD | +76.9% | +34.1% | +42.8% | +96.6% |
| 1Y | +51.8% | +104.5% | -52.7% | +71.4% |
| All | +51.8% | +106.6% | -54.8% | +71.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling