+369.5%
ALAB vs TEVA
+179.9%
+189.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.3% | +1.8% |
| 7D | -6.2% | +2.0% | -8.2% | -6.7% |
| 30D | -8.7% | +1.0% | -9.6% | -9.0% |
| 3M | -20.7% | +7.3% | -28.1% | -22.7% |
| 6M | +133.5% | +21.7% | +111.8% | +117.9% |
| YTD | +75.1% | +18.8% | +56.2% | +64.3% |
| 1Y | +25.0% | +86.5% | -61.4% | +1.3% |
| All | +369.5% | +179.9% | +189.6% | +212.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling