+175.6%
ASML vs TEVA
+287.6%
-112.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.3% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +2.2% | +4.7% | -2.5% | +1.2% |
| 3M | -2.3% | +5.6% | -7.9% | -3.7% |
| 6M | +23.0% | +10.5% | +12.5% | +19.6% |
| YTD | +61.1% | +16.5% | +44.6% | +54.9% |
| 1Y | +129.1% | +96.8% | +32.4% | +96.5% |
| All | +175.6% | +287.6% | -112.0% | +106.2% |
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 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