+61.5%
ALB vs TEVA
+93.8%
-32.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.4% |
| 7D | -8.1% | -0.2% | -7.8% | -8.0% |
| 30D | +6.3% | +4.7% | +1.5% | +5.6% |
| 3M | -23.6% | +5.6% | -29.2% | -24.1% |
| 6M | -24.6% | +10.5% | -35.1% | -25.8% |
| YTD | -10.3% | +16.5% | -26.8% | -11.1% |
| 1Y | +61.5% | +96.8% | -35.3% | +86.9% |
| All | +61.5% | +93.8% | -32.4% | +86.9% |
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 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