+4.1%
TEL vs TEVA
+18.2%
-14.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +1.8% |
| 6M | +4.1% | +21.7% | -17.6% | -3.4% |
| All | +4.1% | +18.2% | -14.1% | -3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling