+169.4%
XLV vs TEVA
-22.9%
+192.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.4% |
| 7D | -3.6% | +2.0% | -5.6% | -3.8% |
| 30D | -1.8% | +1.0% | -2.8% | -2.0% |
| 3M | +7.8% | +7.3% | +0.5% | +6.7% |
| 6M | +9.1% | +21.7% | -12.6% | +6.0% |
| YTD | +7.7% | +18.8% | -11.1% | +4.9% |
| 1Y | +20.4% | +86.5% | -66.1% | +10.4% |
| 3Y | +30.8% | +269.4% | -238.7% | +7.3% |
| 5Y | +34.6% | +303.6% | -269.0% | +6.7% |
| All | +169.4% | -22.9% | +192.3% | +149.0% |
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