+257,148.5%
AMZN vs TEVA
+552.3%
+256,596.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | -2.7% | -0.7% | -2.0% | -2.5% |
| 30D | -7.5% | -0.4% | -7.1% | -7.5% |
| 3M | +5.8% | +8.2% | -2.4% | +3.0% |
| 6M | +17.5% | +15.3% | +2.2% | +12.1% |
| YTD | +9.1% | +16.5% | -7.3% | +3.7% |
| 1Y | +9.4% | +85.7% | -76.4% | -8.8% |
| 3Y | +82.2% | +277.9% | -195.6% | +20.0% |
| 5Y | +45.2% | +295.5% | -250.3% | -9.1% |
| 10Y | +562.7% | -24.5% | +587.2% | +485.5% |
| All | +257,148.5% | +552.3% | +256,596.2% | +85,845.5% |
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 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