+96.8%
TEVA vs ALLE
-5.8%
+102.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | +4.7% | -6.8% | +11.5% | +6.2% |
| 3M | +5.6% | +21.0% | -15.4% | +0.2% |
| 6M | +10.5% | +1.1% | +9.4% | +8.5% |
| YTD | +16.5% | -0.5% | +17.0% | +12.8% |
| 1Y | +96.8% | -7.3% | +104.0% | +93.0% |
| All | +96.8% | -5.8% | +102.6% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling