+10,436.7%
ADP vs TEVA
+6,974.4%
+3,462.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -3.6% |
| 7D | -5.5% | +1.6% | -7.1% | -5.7% |
| 30D | -1.2% | +4.0% | -5.2% | -1.8% |
| 3M | +17.9% | +10.5% | +7.3% | +16.0% |
| 6M | +20.3% | +18.4% | +1.9% | +17.0% |
| YTD | +5.8% | +17.8% | -12.0% | +2.9% |
| 1Y | -7.7% | +90.5% | -98.2% | -16.5% |
| 3Y | +14.7% | +282.1% | -267.4% | -8.7% |
| 5Y | +45.8% | +291.9% | -246.1% | +13.2% |
| 10Y | +270.5% | -24.9% | +295.4% | +234.0% |
| All | +10,436.7% | +6,974.4% | +3,462.2% | +5,668.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling