+50,186.6%
QCOM vs TEVA
+5,084.2%
+45,102.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +3.3% | -0.2% | +3.6% | +3.4% |
| 30D | +7.7% | +4.7% | +3.0% | +6.3% |
| 3M | -30.1% | +5.6% | -35.7% | -31.6% |
| 6M | +22.8% | +10.5% | +12.4% | +18.2% |
| YTD | +0.2% | +16.5% | -16.3% | -5.1% |
| 1Y | +7.9% | +96.8% | -88.9% | -11.8% |
| 3Y | +55.8% | +269.5% | -213.7% | +3.7% |
| 5Y | +30.1% | +283.5% | -253.5% | -17.7% |
| 10Y | +248.9% | -25.9% | +274.8% | +200.6% |
| All | +50,186.6% | +5,084.2% | +45,102.4% | +9,833.5% |
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