+11,626.0%
LIN vs TEVA
+4,233.3%
+7,392.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | +0.4% |
| 7D | +2.1% | +4.4% | -2.3% | +1.4% |
| 30D | +6.8% | +9.3% | -2.5% | +5.3% |
| 3M | +10.4% | +21.9% | -11.5% | +7.0% |
| 6M | +3.2% | +22.8% | -19.6% | -0.3% |
| YTD | +24.6% | +42.6% | -18.0% | +17.3% |
| 1Y | +24.4% | +74.2% | -49.8% | +13.6% |
| 3Y | +36.7% | +404.5% | -367.8% | +3.0% |
| 5Y | +67.0% | +367.9% | -300.9% | +24.3% |
| 10Y | +426.7% | +14.2% | +412.5% | +344.1% |
| All | +11,626.0% | +4,233.3% | +7,392.6% | +7,536.4% |
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