+547.1%
XYZ vs TEVA
-22.7%
+569.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.2% |
| 7D | -1.1% | +4.4% | -5.5% | -2.4% |
| 30D | +11.5% | +9.3% | +2.2% | +8.3% |
| 3M | +1.8% | +21.9% | -20.1% | -4.5% |
| 6M | +21.2% | +22.8% | -1.5% | +12.7% |
| YTD | +29.9% | +42.6% | -12.6% | +14.6% |
| 1Y | +35.8% | +74.2% | -38.5% | +12.1% |
| 3Y | +62.6% | +404.5% | -341.9% | -11.7% |
| 5Y | -62.8% | +367.9% | -430.7% | -79.5% |
| 10Y | +612.0% | +14.2% | +597.7% | +398.9% |
| All | +547.1% | -22.7% | +569.8% | +454.1% |
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