+262.1%
TEVA vs ALHC
+146.3%
+115.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.3% |
| 7D | -0.7% | -5.8% | +5.1% | -0.6% |
| 30D | -0.4% | -3.3% | +3.0% | -0.3% |
| 3M | +8.2% | -37.9% | +46.2% | +9.7% |
| 6M | +15.3% | -29.5% | +44.8% | +16.0% |
| YTD | +16.5% | -35.4% | +51.9% | +17.3% |
| 1Y | +85.7% | -22.4% | +108.2% | +86.8% |
| All | +262.1% | +146.3% | +115.7% | +260.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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