+61.9%
EBAY vs TEVA
+300.5%
-238.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.3% |
| 7D | +4.2% | +2.0% | +2.2% | +3.9% |
| 30D | +5.6% | +1.0% | +4.7% | +5.4% |
| 3M | -1.4% | +7.3% | -8.7% | -2.6% |
| 6M | +18.2% | +21.7% | -3.5% | +14.5% |
| YTD | +24.8% | +18.8% | +6.0% | +21.3% |
| 1Y | +18.0% | +86.5% | -68.5% | +7.5% |
| 3Y | +160.3% | +269.4% | -109.2% | +100.0% |
| All | +61.9% | +300.5% | -238.6% | +18.4% |
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