+30.1%
TEVA vs ALLE
+342.5%
-312.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | +4.4% | +3.6% | +0.9% | +2.9% |
| 30D | +9.3% | +25.9% | -16.6% | -1.4% |
| 3M | +21.9% | +15.8% | +6.1% | +13.7% |
| 6M | +22.8% | +48.1% | -25.3% | +2.2% |
| YTD | +42.6% | +22.0% | +20.6% | +28.3% |
| 1Y | +74.2% | +18.0% | +56.2% | +58.9% |
| 3Y | +404.5% | +93.1% | +311.5% | +255.7% |
| 5Y | +367.9% | +52.1% | +315.9% | +260.9% |
| 10Y | +14.2% | +212.0% | -197.8% | -36.3% |
| All | +30.1% | +342.5% | -312.4% | -35.6% |
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