+580.9%
VRSK vs TEVA
-11.0%
+591.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | 0.0% |
| 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% | -3.7% |
| 6M | -12.8% | +21.7% | -34.5% | -14.6% |
| YTD | -20.8% | +18.8% | -39.7% | -22.4% |
| 1Y | -33.2% | +86.5% | -119.7% | -37.5% |
| 3Y | -26.6% | +269.4% | -296.0% | -37.4% |
| 5Y | -11.3% | +303.6% | -314.9% | -26.4% |
| 10Y | +126.1% | -22.9% | +149.1% | +115.7% |
| All | +580.9% | -11.0% | +591.8% | +494.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling