-25.9%
ADBE vs TEVA
+106.6%
-132.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -0.5% | +4.7% | -5.2% | -0.8% |
| 30D | +4.1% | +5.5% | -1.5% | +3.6% |
| 3M | -3.5% | +21.6% | -25.1% | -4.9% |
| 6M | -2.2% | +18.4% | -20.5% | -4.0% |
| YTD | -29.0% | +34.1% | -63.1% | -31.4% |
| 1Y | -25.9% | +104.5% | -130.4% | -30.0% |
| All | -25.9% | +106.6% | -132.5% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling