-2.9%
ADSK vs TEVA
+280.8%
-283.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.7% | +0.1% |
| 7D | -2.5% | +2.0% | -4.5% | -2.8% |
| 30D | -14.9% | +1.0% | -15.8% | -15.0% |
| 3M | +3.3% | +7.3% | -4.0% | +2.3% |
| 6M | -15.7% | +21.7% | -37.4% | -17.9% |
| YTD | -28.2% | +18.8% | -47.1% | -30.1% |
| 1Y | -34.5% | +86.5% | -121.0% | -39.8% |
| 3Y | -2.9% | +269.4% | -272.3% | -18.5% |
| All | -2.9% | +280.8% | -283.7% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling