+215.4%
ADSK vs TEVA
-22.9%
+238.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.7% | 0.0% |
| 7D | -2.5% | +2.0% | -4.5% | -2.9% |
| 30D | -14.9% | +1.0% | -15.8% | -15.1% |
| 3M | +3.3% | +7.3% | -4.0% | +1.6% |
| 6M | -15.7% | +21.7% | -37.4% | -19.5% |
| YTD | -28.2% | +18.8% | -47.1% | -31.4% |
| 1Y | -34.5% | +86.5% | -121.0% | -43.4% |
| 3Y | -2.9% | +269.4% | -272.3% | -30.3% |
| 5Y | -25.3% | +303.6% | -328.9% | -48.8% |
| All | +215.4% | -22.9% | +238.3% | +146.9% |
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 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