+50.0%
EXPE vs TEVA
+106.6%
-56.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.1% | +10.7% | +10.6% |
| 7D | +14.6% | +4.7% | +9.9% | +13.7% |
| 30D | +21.4% | +5.5% | +15.9% | +20.2% |
| 3M | +1.4% | +21.6% | -20.2% | -1.8% |
| 6M | +28.6% | +18.4% | +10.2% | +24.4% |
| YTD | +12.1% | +34.1% | -22.0% | +5.8% |
| 1Y | +50.0% | +104.5% | -54.5% | +44.4% |
| All | +50.0% | +106.6% | -56.6% | +44.4% |
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 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