+32,991.5%
GILD vs TEVA
+3,503.0%
+29,488.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.2% |
| 7D | -4.8% | +2.0% | -6.8% | -5.3% |
| 30D | +5.8% | +1.0% | +4.8% | +5.5% |
| 3M | +14.9% | +7.3% | +7.6% | +12.7% |
| 6M | -0.4% | +21.7% | -22.1% | -5.4% |
| YTD | +18.5% | +18.8% | -0.3% | +13.0% |
| 1Y | +25.1% | +86.5% | -61.4% | +6.8% |
| 3Y | +105.9% | +269.4% | -163.5% | +43.1% |
| 5Y | +143.0% | +303.6% | -160.6% | +57.3% |
| 10Y | +162.4% | -22.9% | +185.3% | +130.3% |
| All | +32,991.5% | +3,503.0% | +29,488.5% | +11,664.3% |
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