+75.8%
QCOM vs TEVA
+280.8%
-205.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.8% | +2.5% |
| 7D | +7.8% | +2.0% | +5.8% | +7.4% |
| 30D | +12.2% | +1.0% | +11.2% | +11.9% |
| 3M | -9.9% | +7.3% | -17.2% | -11.5% |
| 6M | +36.9% | +21.7% | +15.2% | +30.0% |
| YTD | +8.0% | +18.8% | -10.8% | +3.0% |
| 1Y | +15.0% | +86.5% | -71.5% | -1.8% |
| 3Y | +75.8% | +269.4% | -193.6% | +30.3% |
| All | +75.8% | +280.8% | -205.0% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling