+14.4%
BABA vs TEVA
-24.5%
+38.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | -15.1% | -0.4% | -14.7% | -15.1% |
| 3M | -5.0% | +8.2% | -13.3% | -6.8% |
| 6M | -19.9% | +15.3% | -35.3% | -22.6% |
| YTD | -25.3% | +16.5% | -41.7% | -27.9% |
| 1Y | -23.9% | +85.7% | -109.6% | -33.0% |
| 3Y | +28.1% | +277.9% | -249.8% | -5.0% |
| 5Y | -31.4% | +295.5% | -326.9% | -50.8% |
| All | +14.4% | -24.5% | +38.9% | +6.0% |
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 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