-35.6%
ELAN vs TEVA
+50.7%
-86.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.7% | +0.8% |
| 7D | -5.4% | +2.0% | -7.4% | -5.9% |
| 30D | +4.7% | +1.0% | +3.7% | +4.5% |
| 3M | -3.7% | +7.3% | -11.0% | -5.7% |
| 6M | -1.2% | +21.7% | -22.9% | -6.7% |
| YTD | +2.4% | +18.8% | -16.5% | -2.8% |
| 1Y | +23.4% | +86.5% | -63.1% | +2.6% |
| 3Y | +96.7% | +269.4% | -172.7% | +33.1% |
| 5Y | -30.6% | +303.6% | -334.2% | -55.2% |
| All | -35.6% | +50.7% | -86.3% | -57.8% |
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