+48.5%
LLY vs TEVA
+89.1%
-40.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.9% |
| 7D | -2.9% | +2.0% | -4.9% | -3.2% |
| 30D | -8.4% | +1.0% | -9.4% | -8.6% |
| 3M | -3.8% | +7.3% | -11.1% | -4.7% |
| 6M | +11.9% | +21.7% | -9.8% | +8.9% |
| YTD | +4.3% | +18.8% | -14.5% | +0.9% |
| 1Y | +48.5% | +86.5% | -38.0% | +34.2% |
| All | +48.5% | +89.1% | -40.7% | +34.2% |
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 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