+119.2%
ORLY vs TEVA
+300.5%
-181.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.7% | +0.3% |
| 7D | -2.4% | +2.0% | -4.4% | -2.4% |
| 30D | -6.8% | +1.0% | -7.7% | -6.8% |
| 3M | -4.8% | +7.3% | -12.1% | -5.1% |
| 6M | -9.1% | +21.7% | -30.8% | -9.9% |
| YTD | -5.9% | +18.8% | -24.7% | -6.7% |
| 1Y | -20.4% | +86.5% | -106.9% | -22.6% |
| 3Y | +36.6% | +269.4% | -232.8% | +23.8% |
| All | +119.2% | +300.5% | -181.4% | +91.4% |
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 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