+46.8%
PYPL vs TEVA
-36.0%
+82.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.5% | +2.5% |
| 7D | -5.9% | -0.7% | -5.2% | -5.8% |
| 30D | -9.4% | -0.4% | -9.1% | -9.3% |
| 3M | +31.3% | +8.2% | +23.1% | +28.7% |
| 6M | +19.1% | +15.3% | +3.8% | +14.8% |
| YTD | -7.9% | +16.5% | -24.3% | -11.6% |
| 1Y | -17.9% | +85.7% | -103.6% | -29.2% |
| 3Y | -11.6% | +277.9% | -289.5% | -37.0% |
| 5Y | -81.0% | +295.5% | -376.6% | -86.9% |
| 10Y | +41.8% | -24.5% | +66.3% | +19.2% |
| All | +46.8% | -36.0% | +82.9% | +29.5% |
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 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