+71.2%
ARM vs TEVA
+89.1%
-18.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.1% | +4.0% |
| 7D | +5.0% | +2.0% | +3.0% | +4.9% |
| 30D | -2.6% | +1.0% | -3.6% | -2.7% |
| 3M | -22.6% | +7.3% | -29.9% | -22.5% |
| 6M | +120.5% | +21.7% | +98.7% | +114.8% |
| YTD | +142.2% | +18.8% | +123.4% | +136.0% |
| 1Y | +71.2% | +86.5% | -15.3% | +62.0% |
| All | +71.2% | +89.1% | -18.0% | +62.0% |
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 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