+188.9%
AMAT vs TEVA
+93.8%
+95.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.4% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -14.8% | +4.7% | -19.5% | -15.3% |
| 3M | -9.3% | +5.6% | -14.9% | -9.7% |
| 6M | +27.4% | +10.5% | +16.9% | +24.2% |
| YTD | +77.6% | +16.5% | +61.1% | +71.7% |
| 1Y | +188.9% | +96.8% | +92.2% | +157.7% |
| All | +188.9% | +93.8% | +95.1% | +157.7% |
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 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