+6,610.0%
AXP vs TEVA
+6,897.4%
-287.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -6.5% | +4.7% | -11.3% | -7.5% |
| 3M | +4.6% | +5.6% | -1.0% | +3.1% |
| 6M | +5.4% | +10.5% | -5.1% | +2.5% |
| YTD | -11.1% | +16.5% | -27.6% | -14.7% |
| 1Y | -0.3% | +96.8% | -97.1% | -14.9% |
| 3Y | +111.6% | +269.5% | -157.9% | +52.5% |
| 5Y | +117.6% | +283.5% | -166.0% | +51.2% |
| 10Y | +474.1% | -25.9% | +500.1% | +400.6% |
| All | +6,610.0% | +6,897.4% | -287.4% | +2,693.0% |
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