+42.8%
EQIX vs TEVA
+280.8%
-238.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.7% | +1.2% |
| 7D | +0.2% | +2.0% | -1.8% | 0.0% |
| 30D | -2.5% | +1.0% | -3.4% | -2.6% |
| 3M | 0.0% | +7.3% | -7.4% | -0.6% |
| 6M | +7.6% | +21.7% | -14.1% | +5.7% |
| YTD | +37.5% | +18.8% | +18.7% | +35.0% |
| 1Y | +32.9% | +86.5% | -53.6% | +24.7% |
| 3Y | +42.8% | +269.4% | -226.7% | +20.2% |
| All | +42.8% | +280.8% | -238.0% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling