+10,545.1%
LIN vs TEVA
+3,440.7%
+7,104.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.9% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -2.4% | +4.7% | -7.1% | -3.1% |
| 3M | -5.6% | +5.6% | -11.2% | -6.5% |
| 6M | -3.4% | +10.5% | -13.9% | -5.3% |
| YTD | +13.1% | +16.5% | -3.4% | +9.9% |
| 1Y | +2.5% | +96.8% | -94.3% | -8.5% |
| 3Y | +27.6% | +269.5% | -241.9% | +0.6% |
| 5Y | +63.0% | +283.5% | -220.5% | +24.7% |
| 10Y | +359.3% | -25.9% | +385.2% | +314.0% |
| All | +10,545.1% | +3,440.7% | +7,104.5% | +7,052.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling