+28.2%
BABA vs TEVA
-24.0%
+52.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -4.8% | -0.2% | -4.5% | -4.7% |
| 30D | -11.9% | +4.7% | -16.6% | -12.7% |
| 3M | -9.3% | +5.6% | -14.9% | -10.6% |
| 6M | -14.2% | +10.5% | -24.7% | -16.5% |
| YTD | -22.0% | +16.5% | -38.5% | -24.9% |
| 1Y | -12.7% | +96.8% | -109.5% | -24.5% |
| 3Y | +26.7% | +269.5% | -242.9% | -7.0% |
| 5Y | -29.3% | +283.5% | -312.9% | -49.8% |
| 10Y | +21.2% | -25.9% | +47.2% | +11.0% |
| All | +28.2% | -24.0% | +52.2% | +10.1% |
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