+144.3%
ASML vs TEVA
+370.6%
-226.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +6.0% |
| 7D | -0.8% | +5.6% | -6.4% | -1.9% |
| 30D | -14.9% | +4.5% | -19.4% | -15.7% |
| 3M | -13.0% | +21.5% | -34.5% | -16.5% |
| 6M | -4.7% | +20.3% | -25.0% | -8.6% |
| YTD | +42.3% | +37.7% | +4.6% | +31.9% |
| 1Y | +49.7% | +79.3% | -29.6% | +31.3% |
| 3Y | +144.3% | +390.0% | -245.7% | +81.4% |
| All | +144.3% | +370.6% | -226.4% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling