+91.3%
ABBV vs TEVA
+280.8%
-189.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.6% |
| 7D | +0.3% | +2.0% | -1.8% | 0.0% |
| 30D | +3.4% | +1.0% | +2.4% | +3.2% |
| 3M | +15.2% | +7.3% | +7.9% | +14.1% |
| 6M | +14.7% | +21.7% | -7.0% | +12.0% |
| YTD | +15.2% | +18.8% | -3.6% | +12.7% |
| 1Y | +20.4% | +86.5% | -66.1% | +13.2% |
| 3Y | +91.3% | +269.4% | -178.1% | +64.0% |
| All | +91.3% | +280.8% | -189.5% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling