+32.8%
PFE vs TEVA
-22.9%
+55.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.8% | 0.0% |
| 7D | -2.6% | +2.0% | -4.6% | -2.8% |
| 30D | +5.4% | +1.0% | +4.4% | +5.2% |
| 3M | +7.8% | +7.3% | +0.5% | +6.7% |
| 6M | +5.0% | +21.7% | -16.7% | +2.2% |
| YTD | +17.1% | +18.8% | -1.8% | +14.1% |
| 1Y | +19.3% | +86.5% | -67.2% | +9.9% |
| 3Y | -0.9% | +269.4% | -270.4% | -17.1% |
| 5Y | -20.8% | +303.6% | -324.4% | -35.6% |
| All | +32.8% | -22.9% | +55.7% | +26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling