+3.2%
LIN vs TEVA
+24.3%
-21.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | +0.6% |
| 7D | +2.1% | +4.4% | -2.3% | +1.8% |
| 30D | +6.8% | +9.3% | -2.5% | +6.2% |
| 3M | +10.4% | +21.9% | -11.5% | +8.4% |
| 6M | +3.2% | +22.8% | -19.6% | +2.2% |
| All | +3.2% | +24.3% | -21.1% | +2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling