+9.6%
ELAN vs TEVA
+81.2%
-71.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.3% | -6.4% |
| 7D | +1.9% | +0.7% | +1.1% | +1.5% |
| 30D | +5.3% | +6.8% | -1.4% | +2.9% |
| 3M | -9.7% | +20.3% | -30.0% | -15.4% |
| 6M | +3.0% | +16.5% | -13.5% | -2.3% |
| YTD | +4.6% | +33.9% | -29.2% | -5.3% |
| 1Y | +9.6% | +69.8% | -60.2% | -2.2% |
| All | +9.6% | +81.2% | -71.5% | -2.2% |
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