-11.3%
ABT vs TEVA
+300.5%
-311.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.6% |
| 7D | -5.9% | +2.0% | -7.9% | -6.1% |
| 30D | -8.1% | +1.0% | -9.0% | -8.2% |
| 3M | +14.5% | +7.3% | +7.2% | +13.5% |
| 6M | -6.3% | +21.7% | -28.0% | -8.4% |
| YTD | -17.1% | +18.8% | -36.0% | -18.9% |
| 1Y | -21.4% | +86.5% | -107.8% | -26.6% |
| 3Y | +5.9% | +269.4% | -263.5% | -12.1% |
| All | -11.3% | +300.5% | -311.8% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling