-25.0%
TEVA vs ALLE
+158.4%
-183.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.7% | +1.4% |
| 7D | +2.0% | -2.4% | +4.4% | +3.1% |
| 30D | +1.0% | -7.7% | +8.6% | +4.6% |
| 3M | +7.3% | +15.2% | -7.8% | -0.1% |
| 6M | +21.7% | +5.4% | +16.3% | +17.7% |
| YTD | +18.8% | -2.9% | +21.8% | +18.5% |
| 1Y | +86.5% | -12.8% | +99.2% | +95.3% |
| 3Y | +269.4% | +47.2% | +222.3% | +189.8% |
| 5Y | +303.6% | +13.5% | +290.1% | +253.9% |
| All | -25.0% | +158.4% | -183.3% | -55.5% |
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