+696.3%
TEL vs TEVA
+16.7%
+679.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.5% | +3.1% |
| 7D | +1.6% | +2.0% | -0.4% | +1.1% |
| 30D | -0.7% | +1.0% | -1.6% | -1.0% |
| 3M | +2.4% | +7.3% | -4.9% | 0.0% |
| 6M | +4.1% | +21.7% | -17.6% | -1.7% |
| YTD | -5.8% | +18.8% | -24.7% | -10.7% |
| 1Y | +0.9% | +86.5% | -85.6% | -15.1% |
| 3Y | +72.6% | +269.4% | -196.8% | +15.9% |
| 5Y | +57.5% | +303.6% | -246.0% | -0.8% |
| 10Y | +313.6% | -22.9% | +336.6% | +282.9% |
| All | +696.3% | +16.7% | +679.5% | +381.3% |
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 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