+354.4%
ARKK vs TEVA
-28.7%
+383.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.1% |
| 7D | -3.1% | +2.0% | -5.1% | -3.6% |
| 30D | +2.7% | +1.0% | +1.8% | +2.4% |
| 3M | +10.8% | +7.3% | +3.4% | +8.1% |
| 6M | +14.4% | +21.7% | -7.3% | +7.4% |
| YTD | +8.7% | +18.8% | -10.2% | +2.6% |
| 1Y | +6.7% | +86.5% | -79.7% | -11.6% |
| 3Y | +87.4% | +269.4% | -182.0% | +22.7% |
| 5Y | -29.5% | +303.6% | -333.1% | -56.0% |
| 10Y | +331.8% | -22.9% | +354.7% | +233.9% |
| All | +354.4% | -28.7% | +383.2% | +249.0% |
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