+115.6%
ASML vs TEVA
+286.9%
-171.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.6% |
| 7D | +6.0% | +1.6% | +4.4% | +5.6% |
| 30D | +1.4% | +4.0% | -2.6% | +0.4% |
| 3M | +1.0% | +10.5% | -9.5% | -1.8% |
| 6M | +37.0% | +18.4% | +18.6% | +30.5% |
| YTD | +65.8% | +17.8% | +48.0% | +57.9% |
| 1Y | +123.1% | +90.5% | +32.6% | +87.4% |
| 3Y | +188.2% | +282.1% | -94.0% | +92.9% |
| 5Y | +115.6% | +291.9% | -176.3% | +31.9% |
| All | +115.6% | +286.9% | -171.4% | +31.9% |
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 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