+267.0%
TEVA vs ALK
+1.1%
+266.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.4% |
| 7D | -1.7% | -3.0% | +1.3% | -1.2% |
| 30D | +2.0% | -14.6% | +16.6% | +4.9% |
| 3M | +7.0% | -10.6% | +17.5% | +8.3% |
| 6M | +17.0% | -6.7% | +23.7% | +16.5% |
| YTD | +18.1% | -19.8% | +37.8% | +20.1% |
| 1Y | +87.2% | -35.2% | +122.5% | +96.3% |
| All | +267.0% | +1.1% | +266.0% | +239.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling