+17,170.1%
LLY vs TEVA
+6,974.4%
+10,195.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.4% |
| 7D | -3.1% | +1.6% | -4.7% | -3.3% |
| 30D | -5.1% | +4.0% | -9.0% | -5.6% |
| 3M | -2.1% | +10.5% | -12.6% | -3.6% |
| 6M | +13.8% | +18.4% | -4.5% | +10.6% |
| YTD | +5.1% | +17.8% | -12.7% | +2.0% |
| 1Y | +53.1% | +90.5% | -37.3% | +38.1% |
| 3Y | +95.6% | +282.1% | -186.5% | +56.2% |
| 5Y | +361.5% | +291.9% | +69.6% | +257.0% |
| 10Y | +1,545.2% | -24.9% | +1,570.0% | +1,403.5% |
| All | +17,170.1% | +6,974.4% | +10,195.6% | +9,455.3% |
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