-53.1%
ILMN vs TEVA
+300.5%
-353.7%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.5% | +2.0% |
| 7D | -5.4% | +2.0% | -7.4% | -5.9% |
| 30D | +7.0% | +1.0% | +6.1% | +6.7% |
| 3M | +24.2% | +7.3% | +16.9% | +21.7% |
| 6M | +69.9% | +21.7% | +48.2% | +60.1% |
| YTD | +57.4% | +18.8% | +38.6% | +48.9% |
| 1Y | +107.9% | +86.5% | +21.4% | +73.1% |
| 3Y | +37.1% | +269.4% | -232.3% | -10.3% |
| All | -53.1% | +300.5% | -353.7% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling