-2.9%
IBM vs TEVA
+89.1%
-92.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +1.9% | +3.7% |
| 7D | +3.6% | +2.0% | +1.6% | +3.4% |
| 30D | +3.1% | +1.0% | +2.1% | +3.0% |
| 3M | -10.8% | +7.3% | -18.2% | -11.9% |
| 6M | -0.8% | +21.7% | -22.5% | -3.2% |
| YTD | -16.2% | +18.8% | -35.0% | -18.0% |
| 1Y | -2.9% | +86.5% | -89.4% | -5.0% |
| All | -2.9% | +89.1% | -92.0% | -5.0% |
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 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