+125,127.9%
APH vs TEVA
+5,655.0%
+119,472.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.7% | -2.1% |
| 7D | +4.9% | +4.4% | +0.4% | +4.0% |
| 30D | -5.4% | +9.3% | -14.7% | -7.0% |
| 3M | -5.5% | +21.9% | -27.3% | -9.0% |
| 6M | +25.9% | +22.8% | +3.2% | +20.7% |
| YTD | +16.4% | +42.6% | -26.2% | +8.3% |
| 1Y | +16.5% | +74.2% | -57.7% | +4.4% |
| 3Y | +270.9% | +404.5% | -133.7% | +164.6% |
| 5Y | +289.5% | +367.9% | -78.4% | +174.7% |
| 10Y | +930.0% | +14.2% | +915.8% | +743.9% |
| All | +125,127.9% | +5,655.0% | +119,472.9% | +76,710.3% |
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