-50.0%
VTRS vs TEVA
-22.9%
-27.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.2% |
| 7D | -2.2% | +2.0% | -4.2% | -2.8% |
| 30D | +3.3% | +1.0% | +2.4% | +3.0% |
| 3M | +2.0% | +7.3% | -5.3% | -0.6% |
| 6M | +19.9% | +21.7% | -1.8% | +12.0% |
| YTD | +35.7% | +18.8% | +16.9% | +27.4% |
| 1Y | +68.1% | +86.5% | -18.4% | +35.8% |
| 3Y | +87.1% | +269.4% | -182.3% | +14.8% |
| 5Y | +47.6% | +303.6% | -256.0% | -15.4% |
| All | -50.0% | -22.9% | -27.1% | -50.1% |
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 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