-33.3%
LULU vs TEVA
+81.2%
-114.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.8% | +0.7% | +1.0% | +1.6% |
| 30D | +19.4% | +6.8% | +12.6% | +17.7% |
| 3M | -9.5% | +20.3% | -29.8% | -12.9% |
| 6M | -14.2% | +16.5% | -30.7% | -16.8% |
| YTD | -46.2% | +33.9% | -80.1% | -50.8% |
| 1Y | -33.3% | +69.8% | -103.1% | -43.7% |
| All | -33.3% | +81.2% | -114.5% | -43.7% |
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