-11.1%
VRSK vs TEVA
+300.5%
-311.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | +0.1% |
| 7D | -5.2% | +2.0% | -7.2% | -5.3% |
| 30D | -2.3% | +1.0% | -3.3% | -2.4% |
| 3M | -2.9% | +7.3% | -10.2% | -3.5% |
| 6M | -12.8% | +21.7% | -34.5% | -14.1% |
| YTD | -20.8% | +18.8% | -39.7% | -21.9% |
| 1Y | -33.2% | +86.5% | -119.7% | -36.3% |
| 3Y | -26.6% | +269.4% | -296.0% | -36.1% |
| All | -11.1% | +300.5% | -311.6% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling