+31,674.6%
AVGO vs TEVA
-15.4%
+31,690.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | +1.0% | -0.7% | +1.8% | +1.2% |
| 30D | -13.3% | -0.4% | -12.9% | -13.3% |
| 3M | -2.9% | +8.2% | -11.1% | -5.2% |
| 6M | +5.7% | +15.3% | -9.6% | +1.1% |
| YTD | +4.6% | +16.5% | -11.8% | -0.3% |
| 1Y | -1.6% | +85.7% | -87.4% | -16.6% |
| 3Y | +336.2% | +277.9% | +58.4% | +202.8% |
| 5Y | +695.6% | +295.5% | +400.1% | +426.4% |
| 10Y | +2,827.6% | -24.5% | +2,852.1% | +2,557.0% |
| All | +31,674.6% | -15.4% | +31,690.0% | +24,822.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling