-2.5%
IBM vs TEVA
+93.8%
-96.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +0.3% | +4.7% | -4.4% | -0.2% |
| 3M | -21.6% | +5.6% | -27.2% | -22.4% |
| 6M | -4.7% | +10.5% | -15.2% | -6.3% |
| YTD | -19.1% | +16.5% | -35.6% | -20.8% |
| 1Y | -2.5% | +96.8% | -99.3% | -3.7% |
| All | -2.5% | +93.8% | -96.3% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling