+262.0%
AMAT vs TEVA
+294.1%
-32.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | +6.9% | -1.7% | +8.6% | +7.4% |
| 30D | -10.1% | +2.0% | -12.1% | -10.6% |
| 3M | -6.0% | +7.0% | -12.9% | -8.1% |
| 6M | +38.6% | +17.0% | +21.7% | +31.7% |
| YTD | +83.1% | +18.1% | +65.0% | +73.4% |
| 1Y | +188.3% | +87.2% | +101.1% | +140.7% |
| 3Y | +225.3% | +283.1% | -57.7% | +114.4% |
| 5Y | +262.0% | +298.4% | -36.4% | +125.4% |
| All | +262.0% | +294.1% | -32.2% | +125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling