-41.3%
ALNY vs TEVA
+93.8%
-135.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +12.2% | -0.2% | +12.5% | +12.3% |
| 30D | +16.3% | +4.7% | +11.6% | +15.3% |
| 3M | -12.4% | +5.6% | -18.0% | -13.8% |
| 6M | -18.7% | +10.5% | -29.2% | -21.6% |
| YTD | -33.1% | +16.5% | -49.6% | -36.2% |
| 1Y | -41.3% | +96.8% | -138.1% | -51.2% |
| All | -41.3% | +93.8% | -135.1% | -51.2% |
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