-5.3%
ADP vs TEVA
+93.8%
-99.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | +2.8% | +4.7% | -1.9% | +2.4% |
| 3M | +20.9% | +5.6% | +15.3% | +20.0% |
| 6M | +29.9% | +10.5% | +19.4% | +27.9% |
| YTD | +9.6% | +16.5% | -6.9% | +7.8% |
| 1Y | -5.3% | +96.8% | -102.0% | -8.0% |
| All | -5.3% | +93.8% | -99.1% | -8.0% |
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