+1,607.1%
AMAT vs TEVA
-24.5%
+1,631.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.8% |
| 7D | +4.2% | -0.7% | +4.9% | +4.4% |
| 30D | -13.5% | -0.4% | -13.2% | -13.5% |
| 3M | -8.6% | +8.2% | -16.8% | -11.0% |
| 6M | +31.6% | +15.3% | +16.2% | +25.4% |
| YTD | +77.3% | +16.5% | +60.8% | +68.5% |
| 1Y | +179.4% | +85.7% | +93.6% | +134.0% |
| 3Y | +215.0% | +277.9% | -62.8% | +111.5% |
| 5Y | +245.8% | +295.5% | -49.7% | +121.7% |
| All | +1,607.1% | -24.5% | +1,631.5% | +1,090.5% |
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