+1,645.9%
PLTR vs TEVA
+306.6%
+1,339.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.8% |
| 7D | -9.1% | -0.7% | -8.4% | -9.0% |
| 30D | -5.2% | -0.4% | -4.8% | -5.3% |
| 3M | +27.4% | +8.2% | +19.1% | +24.1% |
| 6M | +9.7% | +15.3% | -5.6% | +4.5% |
| YTD | -6.7% | +16.5% | -23.2% | -11.4% |
| 1Y | -0.5% | +85.7% | -86.3% | -17.1% |
| 3Y | +996.2% | +277.9% | +718.4% | +607.2% |
| 5Y | +531.1% | +295.5% | +235.6% | +279.5% |
| All | +1,645.9% | +306.6% | +1,339.3% | +1,016.7% |
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