+189.9%
TEVA vs ADVB
-96.8%
+286.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -23.6% | +25.5% | +1.8% |
| 7D | +4.4% | +27.8% | -23.3% | +4.6% |
| 30D | +9.3% | -50.8% | +60.1% | +8.8% |
| 3M | +21.9% | -70.5% | +92.4% | +21.1% |
| 6M | +22.8% | -46.7% | +69.5% | +21.8% |
| YTD | +42.6% | -56.7% | +99.3% | +41.7% |
| 1Y | +74.2% | -71.8% | +146.0% | +75.1% |
| All | +189.9% | -96.8% | +286.7% | +240.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling