+227.2%
AMAT vs TEVA
+278.3%
-51.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | +6.9% | -1.7% | +8.6% | +7.3% |
| 30D | -10.1% | +2.0% | -12.1% | -10.5% |
| 3M | -6.0% | +7.0% | -12.9% | -7.6% |
| 6M | +38.6% | +17.0% | +21.7% | +32.7% |
| YTD | +83.1% | +18.1% | +65.0% | +74.9% |
| 1Y | +188.3% | +87.2% | +101.1% | +147.1% |
| All | +227.2% | +278.3% | -51.2% | +147.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling