+18,622.2%
WELL vs TEVA
+7,037.9%
+11,584.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.1% | -0.3% |
| 7D | -0.2% | +2.0% | -2.2% | -0.5% |
| 30D | +2.3% | +1.0% | +1.4% | +2.2% |
| 3M | +12.3% | +7.3% | +4.9% | +11.1% |
| 6M | +15.6% | +21.7% | -6.1% | +12.4% |
| YTD | +28.3% | +18.8% | +9.5% | +25.0% |
| 1Y | +41.9% | +86.5% | -44.6% | +30.3% |
| 3Y | +198.3% | +269.4% | -71.1% | +146.1% |
| 5Y | +206.4% | +303.6% | -97.2% | +145.0% |
| 10Y | +356.0% | -22.9% | +378.9% | +310.0% |
| All | +18,622.2% | +7,037.9% | +11,584.2% | +12,777.8% |
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