+140.1%
TEVA vs ADVB
-89.4%
+229.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.6% | +0.2% |
| 7D | -1.7% | -13.0% | +11.3% | -1.7% |
| 30D | +2.0% | +7.5% | -5.5% | +2.0% |
| 3M | +7.0% | +129.1% | -122.1% | +6.4% |
| 6M | +17.0% | +71.7% | -54.7% | +16.5% |
| YTD | +18.1% | +45.5% | -27.5% | +18.1% |
| 1Y | +87.2% | -2.7% | +90.0% | +87.9% |
| All | +140.1% | -89.4% | +229.4% | +183.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling