+2,787.3%
ALB vs TEVA
+1,112.6%
+1,674.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.7% | -2.7% |
| 7D | -7.6% | -0.7% | -6.9% | -7.4% |
| 30D | -5.6% | -0.4% | -5.2% | -5.6% |
| 3M | -16.8% | +8.2% | -25.1% | -18.6% |
| 6M | -26.3% | +15.3% | -41.6% | -29.1% |
| YTD | -13.2% | +16.5% | -29.7% | -16.8% |
| 1Y | +68.8% | +85.7% | -16.9% | +44.2% |
| 3Y | -30.7% | +277.9% | -308.5% | -51.2% |
| 5Y | -46.3% | +295.5% | -341.8% | -63.6% |
| 10Y | +81.7% | -24.5% | +106.2% | +55.7% |
| All | +2,787.3% | +1,112.6% | +1,674.7% | +1,740.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling