+103.2%
INTC vs TEVA
+300.5%
-197.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.2% |
| 7D | +7.5% | +2.0% | +5.4% | +7.1% |
| 30D | +2.0% | +1.0% | +1.0% | +1.7% |
| 3M | -12.0% | +7.3% | -19.3% | -13.4% |
| 6M | +114.5% | +21.7% | +92.8% | +105.8% |
| YTD | +179.0% | +18.8% | +160.1% | +168.7% |
| 1Y | +318.3% | +86.5% | +231.8% | +269.4% |
| 3Y | +171.2% | +269.4% | -98.2% | +101.7% |
| All | +103.2% | +300.5% | -197.3% | +43.2% |
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