+255.9%
TEVA vs ABCL
-81.2%
+337.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +1.6% | +1.4% | +0.2% | +1.4% |
| 30D | +4.0% | +65.1% | -61.1% | -1.7% |
| 3M | +10.5% | +111.1% | -100.5% | +1.4% |
| 6M | +18.4% | +231.6% | -213.2% | +3.2% |
| YTD | +17.8% | +234.5% | -216.7% | +1.9% |
| 1Y | +90.5% | +174.3% | -83.9% | +66.8% |
| 3Y | +282.1% | +111.5% | +170.7% | +231.1% |
| 5Y | +291.9% | -37.3% | +329.2% | +264.3% |
| All | +255.9% | -81.2% | +337.1% | +236.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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