+104.5%
TEVA vs A
+24.4%
+80.2%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | +4.7% | -2.4% | +7.1% | +5.2% |
| 30D | +5.5% | +3.6% | +1.9% | +4.7% |
| 3M | +21.6% | +27.5% | -5.9% | +15.8% |
| 6M | +18.4% | +58.5% | -40.1% | +8.4% |
| YTD | +34.1% | +31.2% | +2.9% | +30.5% |
| 1Y | +104.5% | +22.2% | +82.4% | +106.2% |
| All | +104.5% | +24.4% | +80.2% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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