+68.5%
VG vs TEVA
+71.2%
-2.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.9% | -0.4% |
| 7D | +14.0% | +4.4% | +9.5% | +15.2% |
| 30D | -1.0% | +9.3% | -10.3% | +1.4% |
| 3M | -2.7% | +21.9% | -24.6% | +3.5% |
| 6M | +1.5% | +22.8% | -21.3% | +7.3% |
| YTD | +93.7% | +42.6% | +51.1% | +119.2% |
| 1Y | +68.5% | +74.2% | -5.7% | +77.9% |
| All | +68.5% | +71.2% | -2.6% | +77.9% |
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