+33.7%
ILMN vs TEVA
+273.2%
-239.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.5% |
| 7D | -9.2% | -0.7% | -8.5% | -9.1% |
| 30D | +4.4% | -0.4% | +4.7% | +4.4% |
| 3M | +23.9% | +8.2% | +15.6% | +21.5% |
| 6M | +64.5% | +15.3% | +49.2% | +58.1% |
| YTD | +53.5% | +16.5% | +37.0% | +46.9% |
| 1Y | +110.8% | +85.7% | +25.0% | +79.4% |
| All | +33.7% | +273.2% | -239.5% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling