-28.1%
ARKK vs TEVA
+300.5%
-328.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | 0.0% |
| 7D | -3.1% | +2.0% | -5.1% | -3.7% |
| 30D | +2.7% | +1.0% | +1.8% | +2.4% |
| 3M | +10.8% | +7.3% | +3.4% | +7.6% |
| 6M | +14.4% | +21.7% | -7.3% | +5.9% |
| YTD | +8.7% | +18.8% | -10.2% | +1.3% |
| 1Y | +6.7% | +86.5% | -79.7% | -15.4% |
| 3Y | +87.4% | +269.4% | -182.0% | +4.7% |
| All | -28.1% | +300.5% | -328.6% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling