+13,469.6%
INTU vs TEVA
+1,749.8%
+11,719.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -8.5% | -1.7% | -6.7% | -8.1% |
| 30D | -6.1% | +2.0% | -8.1% | -6.6% |
| 3M | +7.3% | +7.0% | +0.4% | +5.4% |
| 6M | -33.2% | +17.0% | -50.2% | -36.1% |
| YTD | -52.2% | +18.1% | -70.2% | -54.5% |
| 1Y | -52.7% | +87.2% | -139.9% | -59.8% |
| 3Y | -41.6% | +283.1% | -324.7% | -59.6% |
| 5Y | -42.6% | +298.4% | -341.0% | -61.8% |
| 10Y | +211.0% | -23.4% | +234.5% | +170.2% |
| All | +13,469.6% | +1,749.8% | +11,719.8% | +5,142.5% |
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