-50.6%
ORCL vs TEVA
+89.1%
-139.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.8% | -1.9% |
| 7D | -5.4% | +2.0% | -7.4% | -5.5% |
| 30D | -2.0% | +1.0% | -2.9% | -2.1% |
| 3M | -18.1% | +7.3% | -25.4% | -18.3% |
| 6M | -7.2% | +21.7% | -29.0% | -9.1% |
| YTD | -22.2% | +18.8% | -41.0% | -23.9% |
| 1Y | -50.6% | +86.5% | -137.1% | -54.0% |
| All | -50.6% | +89.1% | -139.8% | -54.0% |
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