+78.9%
INFY vs TEVA
-22.9%
+101.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.6% | +1.2% |
| 7D | -5.4% | +2.0% | -7.4% | -5.6% |
| 30D | -9.9% | +1.0% | -10.8% | -10.0% |
| 3M | -4.6% | +7.3% | -11.9% | -5.5% |
| 6M | -18.5% | +21.7% | -40.2% | -20.7% |
| YTD | -36.5% | +18.8% | -55.4% | -38.1% |
| 1Y | -32.8% | +86.5% | -119.2% | -38.2% |
| 3Y | -32.2% | +269.4% | -301.6% | -44.5% |
| 5Y | -44.7% | +303.6% | -348.3% | -56.2% |
| All | +78.9% | -22.9% | +101.8% | +52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling