+1,767.1%
ASML vs TEVA
-24.2%
+1,791.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | +2.8% | -1.7% | +4.5% | +3.2% |
| 30D | -0.2% | +2.0% | -2.2% | -0.7% |
| 3M | -2.6% | +7.0% | -9.6% | -4.3% |
| 6M | +27.9% | +17.0% | +10.9% | +22.8% |
| YTD | +62.4% | +18.1% | +44.4% | +55.6% |
| 1Y | +116.2% | +87.2% | +29.0% | +86.3% |
| 3Y | +182.4% | +283.1% | -100.7% | +102.1% |
| 5Y | +112.4% | +298.4% | -186.0% | +46.4% |
| 10Y | +1,767.1% | -23.4% | +1,790.5% | +1,352.2% |
| All | +1,767.1% | -24.2% | +1,791.3% | +1,352.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling