+243.8%
HPQ vs TEVA
-22.9%
+266.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.0% | +6.4% | +8.0% |
| 7D | +9.8% | +2.0% | +7.7% | +9.3% |
| 30D | +22.4% | +1.0% | +21.4% | +22.1% |
| 3M | +45.2% | +7.3% | +37.8% | +42.7% |
| 6M | +96.4% | +21.7% | +74.7% | +87.6% |
| YTD | +65.4% | +18.8% | +46.6% | +58.3% |
| 1Y | +31.6% | +86.5% | -54.9% | +14.3% |
| 3Y | +37.0% | +269.4% | -232.4% | +0.3% |
| 5Y | +53.0% | +303.6% | -250.6% | +7.0% |
| All | +243.8% | -22.9% | +266.8% | +179.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling