+7.7%
TEVA vs ALLE
+248.5%
-240.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +1.4% |
| 7D | -1.7% | -2.2% | +0.4% | -0.8% |
| 30D | +2.0% | -8.3% | +10.3% | +5.8% |
| 3M | +7.0% | +16.3% | -9.3% | -0.6% |
| 6M | +17.0% | +1.8% | +15.2% | +15.0% |
| YTD | +18.1% | -3.9% | +22.0% | +18.4% |
| 1Y | +87.2% | -10.0% | +97.3% | +92.9% |
| 3Y | +283.1% | +45.8% | +237.2% | +206.7% |
| 5Y | +298.4% | +13.3% | +285.1% | +251.7% |
| 10Y | -23.4% | +155.3% | -178.7% | -53.0% |
| All | +7.7% | +248.5% | -240.8% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling