+404.6%
VIAV vs TEVA
-22.9%
+427.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +3.2% |
| 7D | +11.2% | +2.0% | +9.2% | +10.8% |
| 30D | -10.1% | +1.0% | -11.1% | -10.3% |
| 3M | -22.9% | +7.3% | -30.2% | -24.2% |
| 6M | +28.8% | +21.7% | +7.1% | +23.2% |
| YTD | +117.5% | +18.8% | +98.6% | +109.0% |
| 1Y | +216.1% | +86.5% | +129.6% | +178.2% |
| 3Y | +292.2% | +269.4% | +22.8% | +192.2% |
| 5Y | +141.0% | +303.6% | -162.6% | +71.3% |
| All | +404.6% | -22.9% | +427.5% | +298.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling