+86.5%
TEVA vs A
+18.0%
+68.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.6% | +1.6% |
| 7D | +2.0% | -2.6% | +4.6% | +2.4% |
| 30D | +1.0% | -0.9% | +1.8% | +1.1% |
| 3M | +7.3% | +13.6% | -6.3% | +5.3% |
| 6M | +21.7% | +27.8% | -6.1% | +17.3% |
| YTD | +18.8% | +8.6% | +10.2% | +18.3% |
| 1Y | +86.5% | +16.9% | +69.6% | +83.2% |
| All | +86.5% | +18.0% | +68.5% | +83.2% |
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