+65.2%
ALAB vs TEVA
+93.8%
-28.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.7% | +10.5% | +9.9% |
| 7D | +7.2% | -0.2% | +7.4% | +7.2% |
| 30D | -2.5% | +4.7% | -7.2% | -3.4% |
| 3M | -13.3% | +5.6% | -18.9% | -13.8% |
| 6M | +172.8% | +10.5% | +162.3% | +163.9% |
| YTD | +86.6% | +16.5% | +70.1% | +79.8% |
| 1Y | +65.2% | +96.8% | -31.6% | +47.2% |
| All | +65.2% | +93.8% | -28.7% | +47.2% |
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