+651.5%
ADI vs TEVA
-22.9%
+674.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.0% | +2.8% | +4.4% |
| 7D | +4.6% | +2.0% | +2.6% | +4.2% |
| 30D | -1.2% | +1.0% | -2.1% | -1.4% |
| 3M | -7.8% | +7.3% | -15.1% | -9.5% |
| 6M | +19.3% | +21.7% | -2.4% | +13.9% |
| YTD | +40.9% | +18.8% | +22.1% | +35.0% |
| 1Y | +54.5% | +86.5% | -32.0% | +34.4% |
| 3Y | +123.4% | +269.4% | -146.0% | +64.5% |
| 5Y | +142.3% | +303.6% | -161.3% | +70.3% |
| All | +651.5% | -22.9% | +674.4% | +463.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling