+51,781.0%
QCOM vs TEVA
+5,141.2%
+46,639.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +2.9% |
| 7D | +5.1% | +1.6% | +3.5% | +4.6% |
| 30D | +4.3% | +4.0% | +0.3% | +3.1% |
| 3M | -19.6% | +10.5% | -30.1% | -22.4% |
| 6M | +29.5% | +18.4% | +11.1% | +22.3% |
| YTD | +3.4% | +17.8% | -14.4% | -2.4% |
| 1Y | +10.9% | +90.5% | -79.6% | -8.5% |
| 3Y | +74.8% | +282.1% | -207.3% | +15.3% |
| 5Y | +36.2% | +291.9% | -255.7% | -14.3% |
| 10Y | +263.7% | -24.9% | +288.6% | +212.2% |
| All | +51,781.0% | +5,141.2% | +46,639.8% | +10,119.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling