+9.0%
MSFT vs TEVA
+106.6%
-97.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.1% | +6.8% | +6.7% |
| 7D | +4.7% | +4.7% | 0.0% | +4.6% |
| 30D | +5.8% | +5.5% | +0.3% | +5.7% |
| 3M | +13.0% | +21.6% | -8.6% | +12.6% |
| 6M | +34.9% | +18.4% | +16.5% | +34.5% |
| YTD | +15.7% | +34.1% | -18.4% | +14.3% |
| 1Y | +9.0% | +104.5% | -95.6% | +8.0% |
| All | +9.0% | +106.6% | -97.6% | +8.0% |
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