+73.9%
MSFT vs TEVA
+300.5%
-226.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.4% |
| 7D | -0.8% | +2.0% | -2.8% | -1.1% |
| 30D | +0.8% | +1.0% | -0.1% | +0.7% |
| 3M | +27.2% | +7.3% | +19.9% | +25.8% |
| 6M | +22.9% | +21.7% | +1.2% | +19.1% |
| YTD | +3.1% | +18.8% | -15.7% | +0.1% |
| 1Y | -0.3% | +86.5% | -86.7% | -9.8% |
| 3Y | +50.1% | +269.4% | -219.3% | +16.7% |
| All | +73.9% | +300.5% | -226.7% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling