+141.6%
TEVA vs ADVB
-89.8%
+231.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.5% | +9.5% | +2.0% |
| 7D | +2.0% | -12.3% | +14.3% | +2.0% |
| 30D | +1.0% | +7.8% | -6.8% | +1.0% |
| 3M | +7.3% | +104.2% | -96.9% | +6.9% |
| 6M | +21.7% | +58.1% | -36.4% | +21.4% |
| YTD | +18.8% | +40.2% | -21.4% | +18.8% |
| 1Y | +86.5% | -16.1% | +102.6% | +88.2% |
| All | +141.6% | -89.8% | +231.4% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling