+86.1%
ARM vs TEVA
+93.8%
-7.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.0% |
| 7D | +5.5% | -0.2% | +5.7% | +5.4% |
| 30D | -8.2% | +4.7% | -12.9% | -8.4% |
| 3M | -35.9% | +5.6% | -41.5% | -35.7% |
| 6M | +103.1% | +10.5% | +92.6% | +99.2% |
| YTD | +130.6% | +16.5% | +114.1% | +125.2% |
| 1Y | +86.1% | +96.8% | -10.7% | +78.1% |
| All | +86.1% | +93.8% | -7.7% | +78.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling