-0.2%
VRSK vs TEVA
+81.2%
-81.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.2% | +7.1% | +6.9% |
| 7D | +10.9% | +0.7% | +10.1% | +10.8% |
| 30D | +28.0% | +6.8% | +21.2% | +27.6% |
| 3M | +12.3% | +20.3% | -8.0% | +10.9% |
| 6M | +17.8% | +16.5% | +1.3% | +16.2% |
| YTD | -4.7% | +33.9% | -38.6% | -7.4% |
| 1Y | -0.2% | +69.8% | -70.0% | -0.2% |
| All | -0.2% | +81.2% | -81.4% | -0.2% |
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