+404.5%
TEVA vs ALLE
+94.0%
+310.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.8% |
| 7D | +4.4% | +3.6% | +0.9% | +3.7% |
| 30D | +9.3% | +25.9% | -16.6% | +4.2% |
| 3M | +21.9% | +15.8% | +6.1% | +18.2% |
| 6M | +22.8% | +48.1% | -25.3% | +12.2% |
| YTD | +42.6% | +22.0% | +20.6% | +34.9% |
| 1Y | +74.2% | +18.0% | +56.2% | +66.0% |
| 3Y | +404.5% | +93.1% | +311.5% | +353.4% |
| All | +404.5% | +94.0% | +310.6% | +353.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling