+364.1%
LIN vs TEVA
-22.9%
+387.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.7% |
| 7D | -2.4% | +2.0% | -4.4% | -2.6% |
| 30D | -2.4% | +1.0% | -3.4% | -2.6% |
| 3M | -9.3% | +7.3% | -16.6% | -10.2% |
| 6M | -2.6% | +21.7% | -24.3% | -5.4% |
| YTD | +10.4% | +18.8% | -8.4% | +7.4% |
| 1Y | -2.3% | +86.5% | -88.8% | -10.9% |
| 3Y | +24.4% | +269.4% | -245.0% | +0.5% |
| 5Y | +60.7% | +303.6% | -242.9% | +25.2% |
| All | +364.1% | -22.9% | +387.0% | +266.8% |
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