+4,439.9%
XOM vs TEVA
+7,037.9%
-2,598.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.6% | +0.2% |
| 7D | +4.1% | +2.0% | +2.1% | +3.8% |
| 30D | +4.6% | +1.0% | +3.6% | +4.4% |
| 3M | +14.0% | +7.3% | +6.6% | +12.8% |
| 6M | +11.0% | +21.7% | -10.8% | +7.7% |
| YTD | +40.7% | +18.8% | +21.9% | +36.8% |
| 1Y | +52.3% | +86.5% | -34.2% | +39.4% |
| 3Y | +60.5% | +269.4% | -209.0% | +31.2% |
| 5Y | +266.4% | +303.6% | -37.2% | +190.2% |
| 10Y | +194.4% | -22.9% | +217.4% | +163.0% |
| All | +4,439.9% | +7,037.9% | -2,598.1% | +3,399.7% |
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