-39.8%
BABA vs TEVA
+368.9%
-408.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | -13.8% | +4.4% | -18.2% | -14.6% |
| 30D | -15.1% | +9.3% | -24.4% | -16.7% |
| 3M | -22.7% | +21.9% | -44.6% | -26.0% |
| 6M | -34.7% | +22.8% | -57.4% | -37.8% |
| YTD | -35.0% | +42.6% | -77.6% | -40.4% |
| 1Y | -40.4% | +74.2% | -114.6% | -47.8% |
| 3Y | +21.9% | +404.5% | -382.6% | -26.0% |
| All | -39.8% | +368.9% | -408.7% | -60.0% |
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 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