+13,271.7%
GOOGL vs TEVA
+66.8%
+13,204.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.8% |
| 7D | -2.8% | -0.7% | -2.1% | -2.7% |
| 30D | -3.2% | -0.4% | -2.8% | -3.2% |
| 3M | -6.6% | +8.2% | -14.9% | -8.4% |
| 6M | +8.5% | +15.3% | -6.9% | +4.9% |
| YTD | +6.5% | +16.5% | -10.0% | +2.7% |
| 1Y | +39.4% | +85.7% | -46.3% | +22.4% |
| 3Y | +146.2% | +277.9% | -131.7% | +80.7% |
| 5Y | +138.3% | +295.5% | -157.2% | +68.0% |
| 10Y | +751.7% | -24.5% | +776.2% | +695.1% |
| All | +13,271.7% | +66.8% | +13,204.9% | +10,712.4% |
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 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