+299.2%
TEVA vs A
-14.3%
+313.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.6% | +1.1% |
| 7D | +2.0% | -2.6% | +4.6% | +2.9% |
| 30D | +1.0% | -0.9% | +1.8% | +1.2% |
| 3M | +7.3% | +13.6% | -6.3% | +2.5% |
| 6M | +21.7% | +27.8% | -6.1% | +10.8% |
| YTD | +18.8% | +8.6% | +10.2% | +14.5% |
| 1Y | +86.5% | +16.9% | +69.6% | +73.9% |
| 3Y | +269.4% | +32.9% | +236.5% | +217.0% |
| All | +299.2% | -14.3% | +313.6% | +256.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling