-30.8%
BABA vs TEVA
+295.8%
-326.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | -2.2% | -1.7% | -0.4% | -1.8% |
| 30D | -17.3% | +2.0% | -19.3% | -17.7% |
| 3M | -7.8% | +7.0% | -14.7% | -9.5% |
| 6M | -16.8% | +17.0% | -33.7% | -20.3% |
| YTD | -24.7% | +18.1% | -42.8% | -28.1% |
| 1Y | -24.9% | +87.2% | -112.2% | -36.0% |
| 3Y | +29.1% | +283.1% | -254.0% | -15.9% |
| All | -30.8% | +295.8% | -326.7% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling