-100.0%
VIVK vs TEVA
+93.8%
-193.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.7% | -11.6% | -12.2% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -43.6% | +4.7% | -48.3% | -43.8% |
| 3M | -95.1% | +5.6% | -100.7% | -95.3% |
| 6M | -98.2% | +10.5% | -108.7% | -98.3% |
| YTD | -97.9% | +16.5% | -114.4% | -98.0% |
| 1Y | -100.0% | +96.8% | -196.7% | -100.0% |
| All | -100.0% | +93.8% | -193.8% | -100.0% |
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