+1,149.0%
ABBV vs TEVA
+11.0%
+1,138.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.8% |
| 7D | -2.0% | -0.7% | -1.3% | -1.9% |
| 30D | +2.0% | -0.4% | +2.3% | +2.0% |
| 3M | +14.2% | +8.2% | +5.9% | +12.6% |
| 6M | +14.1% | +15.3% | -1.3% | +11.3% |
| YTD | +14.2% | +16.5% | -2.2% | +11.2% |
| 1Y | +24.2% | +85.7% | -61.5% | +12.5% |
| 3Y | +89.8% | +277.9% | -188.1% | +50.0% |
| 5Y | +187.2% | +295.5% | -108.4% | +118.3% |
| 10Y | +506.7% | -24.5% | +531.2% | +512.1% |
| All | +1,149.0% | +11.0% | +1,138.1% | +1,133.8% |
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 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