+403.0%
AXP vs TEVA
+13.2%
+389.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -2.1% | +4.5% | -6.6% | -3.0% |
| 30D | +2.7% | +5.8% | -3.2% | +1.4% |
| 3M | -7.3% | +18.8% | -26.1% | -10.8% |
| 6M | +1.8% | +21.9% | -20.1% | -2.9% |
| YTD | -13.1% | +39.9% | -52.9% | -19.8% |
| 1Y | -13.7% | +69.0% | -82.7% | -23.6% |
| 3Y | +113.1% | +402.9% | -289.8% | +42.1% |
| 5Y | +85.9% | +359.0% | -273.1% | +22.9% |
| All | +403.0% | +13.2% | +389.8% | +249.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling