+26.8%
AZN vs TEVA
+280.8%
-254.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | +0.1% |
| 7D | -1.6% | +2.0% | -3.6% | -1.8% |
| 30D | +1.1% | +1.0% | +0.1% | +0.9% |
| 3M | -12.1% | +7.3% | -19.5% | -13.0% |
| 6M | -17.1% | +21.7% | -38.9% | -19.3% |
| YTD | -12.0% | +18.8% | -30.8% | -14.1% |
| 1Y | -0.2% | +86.5% | -86.7% | -7.4% |
| 3Y | +26.8% | +269.4% | -242.6% | +3.5% |
| All | +26.8% | +280.8% | -254.0% | +3.5% |
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 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