-75.1%
LULU vs TEVA
+280.8%
-355.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.1% | +1.9% |
| 7D | -1.6% | +2.0% | -3.6% | -1.9% |
| 30D | -18.1% | +1.0% | -19.1% | -18.2% |
| 3M | -18.8% | +7.3% | -26.1% | -19.6% |
| 6M | -39.2% | +21.7% | -60.9% | -40.9% |
| YTD | -52.4% | +18.8% | -71.2% | -53.6% |
| 1Y | -40.3% | +86.5% | -126.8% | -44.8% |
| 3Y | -75.1% | +269.4% | -344.5% | -78.8% |
| All | -75.1% | +280.8% | -355.9% | -78.8% |
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 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