+64.9%
VZ vs TEVA
-22.9%
+87.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.8% | +1.2% |
| 7D | +0.9% | +2.0% | -1.1% | +0.8% |
| 30D | +7.7% | +1.0% | +6.8% | +7.7% |
| 3M | +9.7% | +7.3% | +2.3% | +9.1% |
| 6M | +3.1% | +21.7% | -18.6% | +1.7% |
| YTD | +30.5% | +18.8% | +11.7% | +28.9% |
| 1Y | +22.5% | +86.5% | -64.0% | +17.6% |
| 3Y | +82.4% | +269.4% | -187.1% | +65.4% |
| 5Y | +28.0% | +303.6% | -275.6% | +14.3% |
| All | +64.9% | -22.9% | +87.8% | +48.6% |
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 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