+195.5%
AMGN vs TEVA
-22.9%
+218.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.4% | -1.6% |
| 7D | -13.7% | +2.0% | -15.7% | -13.9% |
| 30D | -8.8% | +1.0% | -9.8% | -8.9% |
| 3M | +7.2% | +7.3% | -0.1% | +6.0% |
| 6M | +1.3% | +21.7% | -20.5% | -1.7% |
| YTD | +17.6% | +18.8% | -1.2% | +14.5% |
| 1Y | +37.2% | +86.5% | -49.3% | +25.6% |
| 3Y | +57.7% | +269.4% | -211.7% | +29.8% |
| 5Y | +106.3% | +303.6% | -197.3% | +64.2% |
| All | +195.5% | -22.9% | +218.5% | +196.5% |
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