+137,736.4%
AMAT vs TEVA
+6,897.4%
+130,839.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.5% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -14.8% | +4.7% | -19.5% | -15.9% |
| 3M | -9.3% | +5.6% | -14.9% | -11.3% |
| 6M | +27.4% | +10.5% | +16.9% | +22.5% |
| YTD | +77.6% | +16.5% | +61.1% | +68.2% |
| 1Y | +188.9% | +96.8% | +92.2% | +136.3% |
| 3Y | +202.3% | +269.5% | -67.2% | +100.8% |
| 5Y | +248.9% | +283.5% | -34.6% | +121.6% |
| 10Y | +1,585.2% | -25.9% | +1,611.2% | +1,347.2% |
| All | +137,736.4% | +6,897.4% | +130,839.0% | +45,764.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling