+6,516.0%
AXP vs TEVA
+8,464.0%
-1,948.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.4% |
| 7D | -0.1% | +4.4% | -4.6% | -1.0% |
| 30D | +4.4% | +9.3% | -4.8% | +2.4% |
| 3M | -6.4% | +21.9% | -28.3% | -10.4% |
| 6M | +4.2% | +22.8% | -18.6% | -0.8% |
| YTD | -12.4% | +42.6% | -54.9% | -19.5% |
| 1Y | -11.1% | +74.2% | -85.3% | -21.7% |
| 3Y | +114.9% | +404.5% | -289.7% | +45.1% |
| 5Y | +87.4% | +367.9% | -280.5% | +25.2% |
| 10Y | +420.8% | +14.2% | +406.6% | +315.0% |
| All | +6,516.0% | +8,464.0% | -1,948.0% | +2,535.5% |
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