+299.7%
ARM vs TEVA
+251.9%
+47.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.4% |
| 7D | +4.8% | -0.7% | +5.5% | +5.0% |
| 30D | -5.5% | -0.4% | -5.1% | -5.5% |
| 3M | -17.3% | +8.2% | -25.6% | -19.8% |
| 6M | +110.9% | +15.3% | +95.5% | +99.2% |
| YTD | +132.5% | +16.5% | +116.1% | +118.3% |
| 1Y | +64.9% | +85.7% | -20.8% | +30.1% |
| All | +299.7% | +251.9% | +47.8% | +122.7% |
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