+52,596.3%
AMGN vs TEVA
+7,037.9%
+45,558.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.4% | -1.7% |
| 7D | -13.7% | +2.0% | -15.7% | -14.0% |
| 30D | -8.8% | +1.0% | -9.8% | -9.0% |
| 3M | +7.2% | +7.3% | -0.1% | +5.6% |
| 6M | +1.3% | +21.7% | -20.5% | -2.9% |
| YTD | +17.6% | +18.8% | -1.2% | +13.2% |
| 1Y | +37.2% | +86.5% | -49.3% | +21.0% |
| 3Y | +57.7% | +269.4% | -211.7% | +18.8% |
| 5Y | +106.3% | +303.6% | -197.3% | +47.3% |
| 10Y | +205.3% | -22.9% | +228.2% | +172.5% |
| All | +52,596.3% | +7,037.9% | +45,558.3% | +22,197.3% |
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