+1,641.8%
GSK vs TEVA
+6,895.5%
-5,253.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.9% |
| 7D | -5.4% | -0.7% | -4.7% | -5.3% |
| 30D | -4.6% | -0.4% | -4.3% | -4.6% |
| 3M | -5.1% | +8.2% | -13.4% | -6.3% |
| 6M | -11.4% | +15.3% | -26.8% | -13.5% |
| YTD | +0.7% | +16.5% | -15.7% | -1.8% |
| 1Y | +23.0% | +85.7% | -62.7% | +12.1% |
| 3Y | +48.0% | +277.9% | -229.9% | +19.9% |
| 5Y | +48.2% | +295.5% | -247.3% | +16.4% |
| 10Y | +80.0% | -24.5% | +104.5% | +64.7% |
| All | +1,641.8% | +6,895.5% | -5,253.7% | +791.0% |
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