-60.9%
ADBE vs TEVA
+300.5%
-361.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.7% | +1.1% |
| 7D | -5.4% | +2.0% | -7.4% | -5.6% |
| 30D | -2.5% | +1.0% | -3.5% | -2.7% |
| 3M | +15.3% | +7.3% | +8.0% | +13.9% |
| 6M | -7.8% | +21.7% | -29.6% | -10.9% |
| YTD | -27.9% | +18.8% | -46.8% | -30.2% |
| 1Y | -28.0% | +86.5% | -114.5% | -35.2% |
| 3Y | -55.3% | +269.4% | -324.7% | -65.8% |
| All | -60.9% | +300.5% | -361.4% | -72.2% |
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