+1,582.8%
ASML vs TEVA
+11.7%
+1,571.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.3% |
| 7D | +2.5% | +3.3% | -0.8% | +1.9% |
| 30D | -12.2% | +5.0% | -17.2% | -13.1% |
| 3M | -14.6% | +18.5% | -33.1% | -17.8% |
| 6M | -1.7% | +20.6% | -22.4% | -6.2% |
| YTD | +44.3% | +38.5% | +5.8% | +33.3% |
| 1Y | +51.0% | +72.1% | -21.1% | +33.1% |
| 3Y | +137.6% | +398.2% | -260.6% | +60.7% |
| 5Y | +92.7% | +353.2% | -260.5% | +29.5% |
| 10Y | +1,582.8% | +11.0% | +1,571.8% | +1,094.9% |
| All | +1,582.8% | +11.7% | +1,571.1% | +1,094.9% |
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