-10.0%
PLTR vs TEVA
+106.6%
-116.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -12.8% | +4.7% | -17.5% | -13.0% |
| 30D | -9.3% | +5.5% | -14.9% | -9.7% |
| 3M | +5.6% | +21.6% | -16.0% | +4.0% |
| 6M | +17.6% | +18.4% | -0.8% | +16.1% |
| YTD | -3.4% | +34.1% | -37.5% | -5.8% |
| 1Y | -10.0% | +104.5% | -114.5% | -14.6% |
| All | -10.0% | +106.6% | -116.5% | -14.6% |
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