-46.6%
VG vs TEVA
+98.3%
-144.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.5% | +5.3% |
| 7D | +5.5% | +3.3% | +2.2% | +5.1% |
| 30D | -3.6% | +5.0% | -8.6% | -4.0% |
| 3M | -4.0% | +18.5% | -22.5% | -5.7% |
| 6M | +9.4% | +20.6% | -11.3% | +7.0% |
| YTD | +86.6% | +38.5% | +48.1% | +76.8% |
| 1Y | +69.5% | +72.1% | -2.6% | +49.6% |
| All | -46.6% | +98.3% | -144.9% | -67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling