+57.3%
LLY vs TEVA
+106.6%
-49.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.6% |
| 7D | +10.1% | +4.7% | +5.4% | +9.4% |
| 30D | +24.0% | +5.5% | +18.5% | +23.2% |
| 3M | +27.3% | +21.6% | +5.7% | +24.5% |
| 6M | +47.0% | +18.4% | +28.6% | +43.7% |
| YTD | +32.6% | +34.1% | -1.5% | +26.5% |
| 1Y | +57.3% | +104.5% | -47.2% | +44.8% |
| All | +57.3% | +106.6% | -49.2% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling