+104.5%
TEVA vs ALC
+4.2%
+100.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -7.0% | -1.8% |
| 7D | +4.7% | +10.7% | -6.0% | +1.9% |
| 30D | +5.5% | +20.2% | -14.7% | +0.1% |
| 3M | +21.6% | +8.9% | +12.6% | +18.8% |
| 6M | +18.4% | +5.7% | +12.7% | +15.1% |
| YTD | +34.1% | -1.4% | +35.5% | +34.8% |
| 1Y | +104.5% | +4.7% | +99.8% | +100.1% |
| All | +104.5% | +4.2% | +100.3% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling