+599.1%
XYZ vs TEVA
-22.9%
+622.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -0.4% |
| 7D | -4.3% | +2.0% | -6.3% | -4.9% |
| 30D | +1.2% | +1.0% | +0.2% | +0.9% |
| 3M | +14.6% | +7.3% | +7.3% | +11.6% |
| 6M | +22.6% | +21.7% | +0.8% | +14.2% |
| YTD | +21.7% | +18.8% | +2.9% | +14.0% |
| 1Y | +6.7% | +86.5% | -79.8% | -14.1% |
| 3Y | +46.8% | +269.4% | -222.6% | -10.6% |
| 5Y | -68.0% | +303.6% | -371.6% | -81.4% |
| All | +599.1% | -22.9% | +622.0% | +374.6% |
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