+48.2%
GILD vs TEVA
+76.2%
-28.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | +2.0% | +1.2% | +0.9% | +1.8% |
| 30D | +13.0% | +3.2% | +9.9% | +12.3% |
| 3M | +29.1% | +17.3% | +11.8% | +25.2% |
| 6M | +31.7% | +18.7% | +13.0% | +27.5% |
| YTD | +41.7% | +35.9% | +5.9% | +31.7% |
| 1Y | +48.2% | +74.8% | -26.6% | +31.5% |
| All | +48.2% | +76.2% | -28.0% | +31.5% |
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