+72.6%
TEL vs TEVA
+280.8%
-208.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.5% | +3.3% |
| 7D | +1.6% | +2.0% | -0.4% | +1.3% |
| 30D | -0.7% | +1.0% | -1.6% | -0.9% |
| 3M | +2.4% | +7.3% | -4.9% | +1.1% |
| 6M | +4.1% | +21.7% | -17.6% | +0.6% |
| YTD | -5.8% | +18.8% | -24.7% | -8.7% |
| 1Y | +0.9% | +86.5% | -85.6% | -7.9% |
| 3Y | +72.6% | +269.4% | -196.8% | +38.5% |
| All | +72.6% | +280.8% | -208.2% | +38.5% |
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 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