+92.5%
LLY vs TEVA
+273.2%
-180.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | +0.1% |
| 7D | -3.2% | -0.7% | -2.4% | -3.1% |
| 30D | -7.4% | -0.4% | -7.1% | -7.4% |
| 3M | -1.0% | +8.2% | -9.3% | -2.3% |
| 6M | +12.5% | +15.3% | -2.8% | +9.7% |
| YTD | +5.0% | +16.5% | -11.5% | +1.9% |
| 1Y | +49.8% | +85.7% | -36.0% | +34.7% |
| All | +92.5% | +273.2% | -180.7% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling