+291.3%
TEVA vs ALC
-20.1%
+311.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.4% | -0.4% |
| 7D | -0.7% | -7.7% | +6.9% | +2.1% |
| 30D | -0.4% | -11.7% | +11.3% | +4.1% |
| 3M | +8.2% | +0.7% | +7.6% | +7.8% |
| 6M | +15.3% | -17.1% | +32.4% | +22.5% |
| YTD | +16.5% | -15.1% | +31.6% | +22.4% |
| 1Y | +85.7% | -14.1% | +99.9% | +93.9% |
| 3Y | +277.9% | -18.2% | +296.0% | +295.1% |
| All | +291.3% | -20.1% | +311.3% | +272.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling