+40.1%
PYPL vs TEVA
-22.9%
+63.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.3% | +0.3% |
| 7D | -2.3% | +2.0% | -4.3% | -2.7% |
| 30D | -9.0% | +1.0% | -10.0% | -9.2% |
| 3M | +30.6% | +7.3% | +23.3% | +28.3% |
| 6M | +18.6% | +21.7% | -3.2% | +13.1% |
| YTD | -7.2% | +18.8% | -26.0% | -11.3% |
| 1Y | -19.3% | +86.5% | -105.7% | -30.3% |
| 3Y | -12.3% | +269.4% | -281.7% | -36.8% |
| 5Y | -80.9% | +303.6% | -384.5% | -86.8% |
| All | +40.1% | -22.9% | +63.0% | +8.3% |
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