+74.0%
ALB vs TEVA
-22.9%
+97.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.0% | -5.5% | -3.9% |
| 7D | -6.6% | +2.0% | -8.6% | -7.1% |
| 30D | -8.1% | +1.0% | -9.1% | -8.4% |
| 3M | -25.7% | +7.3% | -33.0% | -27.2% |
| 6M | -29.5% | +21.7% | -51.2% | -33.2% |
| YTD | -16.2% | +18.8% | -35.1% | -20.3% |
| 1Y | +59.2% | +86.5% | -27.2% | +34.4% |
| 3Y | -33.7% | +269.4% | -303.2% | -54.6% |
| 5Y | -48.1% | +303.6% | -351.7% | -66.2% |
| All | +74.0% | -22.9% | +97.0% | +23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling