-8.6%
TEL vs TEVA
+106.6%
-115.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.5% | +4.7% | -5.2% | -1.3% |
| 30D | +0.6% | +5.5% | -4.9% | -0.4% |
| 3M | +2.0% | +21.6% | -19.6% | -1.8% |
| 6M | +8.1% | +18.4% | -10.3% | +4.9% |
| YTD | -2.2% | +34.1% | -36.2% | -8.8% |
| 1Y | -8.6% | +104.5% | -113.1% | -21.4% |
| All | -8.6% | +106.6% | -115.2% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling