-25.0%
TEVA vs ALK
-35.7%
+10.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.2% |
| 7D | +2.0% | -2.1% | +4.1% | +2.6% |
| 30D | +1.0% | -13.1% | +14.1% | +5.2% |
| 3M | +7.3% | -11.8% | +19.1% | +10.3% |
| 6M | +21.7% | -0.4% | +22.1% | +18.9% |
| YTD | +18.8% | -18.2% | +37.0% | +22.3% |
| 1Y | +86.5% | -35.5% | +122.0% | +106.1% |
| 3Y | +269.4% | +1.8% | +267.6% | +227.9% |
| 5Y | +303.6% | -26.6% | +330.2% | +292.2% |
| All | -25.0% | -35.7% | +10.7% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling