+13,449.8%
GOOG vs TEVA
+70.2%
+13,379.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.2% |
| 7D | 0.0% | +2.0% | -2.0% | -0.3% |
| 30D | -2.0% | +1.0% | -2.9% | -2.2% |
| 3M | -5.9% | +7.3% | -13.2% | -7.5% |
| 6M | +8.9% | +21.7% | -12.8% | +4.2% |
| YTD | +7.1% | +18.8% | -11.7% | +2.9% |
| 1Y | +39.7% | +86.5% | -46.8% | +22.4% |
| 3Y | +145.8% | +269.4% | -123.6% | +81.0% |
| 5Y | +138.6% | +303.6% | -165.0% | +67.3% |
| 10Y | +791.5% | -22.9% | +814.5% | +730.4% |
| All | +13,449.8% | +70.2% | +13,379.6% | +10,842.0% |
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