+34,261.9%
ORCL vs TEVA
+6,974.4%
+27,287.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.1% |
| 7D | +15.0% | +1.6% | +13.4% | +14.6% |
| 30D | +10.5% | +4.0% | +6.6% | +9.6% |
| 3M | -23.0% | +10.5% | -33.5% | -25.0% |
| 6M | +7.0% | +18.4% | -11.4% | +2.3% |
| YTD | -15.8% | +17.8% | -33.6% | -19.5% |
| 1Y | -31.1% | +90.5% | -121.5% | -41.0% |
| 3Y | +33.3% | +282.1% | -248.8% | -5.3% |
| 5Y | +94.3% | +291.9% | -197.6% | +32.4% |
| 10Y | +363.4% | -24.9% | +388.2% | +305.7% |
| All | +34,261.9% | +6,974.4% | +27,287.5% | +9,981.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling