+114.9%
AXP vs TEVA
+417.4%
-302.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.5% |
| 7D | -0.1% | +4.4% | -4.6% | -0.7% |
| 30D | +4.4% | +9.3% | -4.8% | +3.1% |
| 3M | -6.4% | +21.9% | -28.3% | -9.1% |
| 6M | +4.2% | +22.8% | -18.6% | +0.8% |
| YTD | -12.4% | +42.6% | -54.9% | -17.2% |
| 1Y | -11.1% | +74.2% | -85.3% | -18.4% |
| 3Y | +114.9% | +404.5% | -289.7% | +61.2% |
| All | +114.9% | +417.4% | -302.6% | +61.2% |
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