+1,278.0%
AAPL vs TEVA
-22.9%
+1,300.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.4% |
| 7D | +3.8% | +2.0% | +1.8% | +3.5% |
| 30D | +9.9% | +1.0% | +9.0% | +9.7% |
| 3M | +12.5% | +7.3% | +5.2% | +11.0% |
| 6M | +27.6% | +21.7% | +5.9% | +23.1% |
| YTD | +22.6% | +18.8% | +3.7% | +18.5% |
| 1Y | +45.0% | +86.5% | -41.5% | +29.7% |
| 3Y | +87.8% | +269.4% | -181.7% | +46.6% |
| 5Y | +128.7% | +303.6% | -174.9% | +71.5% |
| All | +1,278.0% | -22.9% | +1,300.9% | +1,103.8% |
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 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