+11.7%
VG vs TEVA
+84.1%
-72.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.7% | +1.0% |
| 7D | +7.0% | -0.7% | +7.8% | +6.8% |
| 30D | +17.2% | -0.4% | +17.6% | +17.3% |
| 3M | +16.8% | +8.2% | +8.5% | +19.4% |
| 6M | +36.3% | +15.3% | +21.0% | +44.8% |
| YTD | +127.9% | +16.5% | +111.4% | +140.7% |
| 1Y | +11.7% | +85.7% | -74.0% | +22.5% |
| All | +11.7% | +84.1% | -72.3% | +22.5% |
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