+36.9%
LIN vs TEVA
+402.8%
-365.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.8% |
| 7D | +0.3% | +3.3% | -3.0% | +0.2% |
| 30D | +8.0% | +5.0% | +3.0% | +7.7% |
| 3M | +7.7% | +18.5% | -10.8% | +6.5% |
| 6M | +5.1% | +20.6% | -15.6% | +3.7% |
| YTD | +24.7% | +38.5% | -13.8% | +22.0% |
| 1Y | +25.1% | +72.1% | -47.0% | +20.6% |
| All | +36.9% | +402.8% | -365.9% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling