+25.8%
LIN vs TEVA
+290.6%
-264.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.0% |
| 7D | -3.5% | +1.6% | -5.0% | -3.6% |
| 30D | -4.1% | +4.0% | -8.1% | -4.3% |
| 3M | -6.4% | +10.5% | -16.9% | -7.0% |
| 6M | -2.4% | +18.4% | -20.8% | -3.6% |
| YTD | +10.9% | +17.8% | -6.9% | +9.6% |
| 1Y | 0.0% | +90.5% | -90.4% | -4.4% |
| 3Y | +25.8% | +282.1% | -256.3% | +15.6% |
| All | +25.8% | +290.6% | -264.8% | +15.6% |
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