+3,847.4%
ANET vs TEVA
-22.9%
+3,870.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.0% | +3.6% | +5.3% |
| 7D | +3.0% | +2.0% | +1.0% | +2.7% |
| 30D | -5.2% | +1.0% | -6.1% | -5.4% |
| 3M | +27.6% | +7.3% | +20.3% | +25.5% |
| 6M | +44.4% | +21.7% | +22.7% | +38.2% |
| YTD | +52.3% | +18.8% | +33.5% | +46.3% |
| 1Y | +30.4% | +86.5% | -56.1% | +14.4% |
| 3Y | +313.3% | +269.4% | +43.8% | +210.8% |
| 5Y | +810.0% | +303.6% | +506.4% | +554.5% |
| All | +3,847.4% | -22.9% | +3,870.3% | +3,203.9% |
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