+99.6%
PSX vs TEVA
+93.8%
+5.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.1% |
| 7D | +4.5% | -0.2% | +4.8% | +4.5% |
| 30D | +26.6% | +4.7% | +21.9% | +26.9% |
| 3M | +39.3% | +5.6% | +33.7% | +39.7% |
| 6M | +56.8% | +10.5% | +46.3% | +57.9% |
| YTD | +101.8% | +16.5% | +85.3% | +102.6% |
| 1Y | +99.6% | +96.8% | +2.9% | +101.5% |
| All | +99.6% | +93.8% | +5.8% | +101.5% |
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