+160.4%
AMAT vs TEVA
+407.6%
-247.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.8% |
| 7D | +19.3% | +4.5% | +14.9% | +18.3% |
| 30D | -17.9% | +5.8% | -23.8% | -18.8% |
| 3M | -30.4% | +18.8% | -49.2% | -32.9% |
| 6M | -11.4% | +21.9% | -33.3% | -15.3% |
| YTD | +48.8% | +39.9% | +8.9% | +37.3% |
| 1Y | +66.0% | +69.0% | -3.0% | +46.6% |
| All | +160.4% | +407.6% | -247.1% | +103.6% |
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