+217.4%
TEVA vs ALHC
-29.3%
+246.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | +1.6% | -1.0% | +2.5% | +1.6% |
| 30D | +4.0% | -6.3% | +10.3% | +4.4% |
| 3M | +10.5% | -12.3% | +22.8% | +10.8% |
| 6M | +18.4% | -27.0% | +45.4% | +19.8% |
| YTD | +17.8% | -31.8% | +49.6% | +19.7% |
| 1Y | +90.5% | -17.0% | +107.5% | +90.6% |
| 3Y | +282.1% | +159.8% | +122.3% | +229.8% |
| 5Y | +291.9% | -25.1% | +317.0% | +262.7% |
| All | +217.4% | -29.3% | +246.8% | +177.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling