+2,467.6%
IBM vs TEVA
+6,991.8%
-4,524.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.1% | +3.3% |
| 7D | +3.6% | -1.7% | +5.3% | +3.8% |
| 30D | +1.5% | +2.0% | -0.4% | +1.2% |
| 3M | -12.9% | +7.0% | -19.9% | -13.8% |
| 6M | -3.9% | +17.0% | -20.9% | -6.3% |
| YTD | -17.3% | +18.1% | -35.4% | -19.6% |
| 1Y | -5.0% | +87.2% | -92.2% | -13.5% |
| 3Y | +78.2% | +283.1% | -204.8% | +43.4% |
| 5Y | +120.6% | +298.4% | -177.7% | +72.1% |
| 10Y | +144.5% | -23.4% | +167.9% | +121.4% |
| All | +2,467.6% | +6,991.8% | -4,524.1% | +1,392.6% |
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