+976.0%
ILMN vs TEVA
+208.2%
+767.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | -3.9% | -1.7% | -2.2% | -3.4% |
| 30D | +6.9% | +2.0% | +4.9% | +6.3% |
| 3M | +28.1% | +7.0% | +21.1% | +25.3% |
| 6M | +65.0% | +17.0% | +48.0% | +56.1% |
| YTD | +56.3% | +18.1% | +38.2% | +47.2% |
| 1Y | +108.7% | +87.2% | +21.5% | +70.6% |
| 3Y | +33.1% | +283.1% | -250.0% | -15.7% |
| 5Y | -54.1% | +298.4% | -352.5% | -72.4% |
| 10Y | +27.8% | -23.4% | +51.3% | +13.6% |
| All | +976.0% | +208.2% | +767.8% | +379.8% |
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