+24.5%
ALAB vs TEVA
+106.6%
-82.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -24.9% | +4.7% | -29.6% | -25.2% |
| 30D | -38.4% | +5.5% | -43.9% | -38.7% |
| 3M | -38.3% | +21.6% | -59.8% | -39.8% |
| 6M | +10.9% | +18.4% | -7.4% | +9.6% |
| YTD | +34.2% | +34.1% | +0.1% | +27.6% |
| 1Y | +24.5% | +104.5% | -80.0% | +7.3% |
| All | +24.5% | +106.6% | -82.0% | +7.3% |
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