+140.1%
GOOGL vs TEVA
+300.5%
-160.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.3% | +1.5% |
| 7D | 0.0% | +2.0% | -2.0% | -0.3% |
| 30D | -1.4% | +1.0% | -2.4% | -1.6% |
| 3M | -5.3% | +7.3% | -12.6% | -6.6% |
| 6M | +9.8% | +21.7% | -11.9% | +6.1% |
| YTD | +8.4% | +18.8% | -10.5% | +5.0% |
| 1Y | +41.2% | +86.5% | -45.3% | +27.4% |
| 3Y | +149.6% | +269.4% | -119.8% | +91.5% |
| All | +140.1% | +300.5% | -160.5% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling