+319.1%
DELL vs TEVA
+93.8%
+225.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +14.9% | -0.2% | +15.1% | +14.9% |
| 30D | +13.3% | +4.7% | +8.6% | +12.9% |
| 3M | +24.4% | +5.6% | +18.8% | +24.5% |
| 6M | +258.0% | +10.5% | +247.5% | +256.6% |
| YTD | +320.2% | +16.5% | +303.7% | +314.4% |
| 1Y | +319.1% | +96.8% | +222.3% | +294.8% |
| All | +319.1% | +93.8% | +225.2% | +294.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling