+13.1%
TEVA vs ALLE
+211.7%
-198.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | +4.4% | +3.6% | +0.9% | +2.8% |
| 30D | +9.3% | +25.9% | -16.6% | -2.0% |
| 3M | +21.9% | +15.8% | +6.1% | +13.4% |
| 6M | +22.8% | +48.1% | -25.3% | +1.2% |
| YTD | +42.6% | +22.0% | +20.6% | +27.5% |
| 1Y | +74.2% | +18.0% | +56.2% | +58.2% |
| 3Y | +404.5% | +93.1% | +311.5% | +246.3% |
| 5Y | +367.9% | +52.1% | +315.9% | +254.5% |
| All | +13.1% | +211.7% | -198.5% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling