+59.7%
LIN vs TEVA
+294.1%
-234.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.0% | -1.7% | -2.2% | -3.8% |
| 30D | -4.9% | +2.0% | -6.9% | -5.2% |
| 3M | -9.2% | +7.0% | -16.2% | -10.0% |
| 6M | -2.6% | +17.0% | -19.5% | -4.6% |
| YTD | +10.5% | +18.1% | -7.6% | +8.0% |
| 1Y | -0.1% | +87.2% | -87.3% | -8.0% |
| 3Y | +25.4% | +283.1% | -257.7% | +1.0% |
| 5Y | +59.7% | +298.4% | -238.7% | +21.3% |
| All | +59.7% | +294.1% | -234.4% | +21.3% |
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