+457.5%
ASX vs TEVA
+273.2%
+184.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.0% |
| 7D | +6.5% | -0.7% | +7.2% | +6.7% |
| 30D | +3.1% | -0.4% | +3.5% | +3.2% |
| 3M | +17.4% | +8.2% | +9.1% | +15.3% |
| 6M | +85.4% | +15.3% | +70.1% | +79.1% |
| YTD | +150.1% | +16.5% | +133.6% | +141.0% |
| 1Y | +256.3% | +85.7% | +170.5% | +211.7% |
| All | +457.5% | +273.2% | +184.3% | +347.2% |
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