+6.8%
BABA vs TEVA
-7.0%
+13.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.3% |
| 7D | -13.8% | +4.4% | -18.2% | -14.5% |
| 30D | -15.1% | +9.3% | -24.4% | -16.6% |
| 3M | -22.7% | +21.9% | -44.6% | -25.7% |
| 6M | -34.7% | +22.8% | -57.4% | -37.6% |
| YTD | -35.0% | +42.6% | -77.6% | -39.8% |
| 1Y | -40.4% | +74.2% | -114.6% | -46.9% |
| 3Y | +21.9% | +404.5% | -382.6% | -15.6% |
| 5Y | -39.9% | +367.9% | -407.8% | -58.8% |
| 10Y | +7.9% | +14.2% | -6.4% | -11.4% |
| All | +6.8% | -7.0% | +13.8% | -11.8% |
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 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