+313.3%
ANET vs TEVA
+280.8%
+32.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.0% | +3.6% | +5.4% |
| 7D | +3.0% | +2.0% | +1.0% | +2.8% |
| 30D | -5.2% | +1.0% | -6.1% | -5.3% |
| 3M | +27.6% | +7.3% | +20.3% | +26.4% |
| 6M | +44.4% | +21.7% | +22.7% | +39.6% |
| YTD | +52.3% | +18.8% | +33.5% | +47.8% |
| 1Y | +30.4% | +86.5% | -56.1% | +17.8% |
| 3Y | +313.3% | +269.4% | +43.8% | +234.1% |
| All | +313.3% | +280.8% | +32.5% | +234.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling