-6.9%
TEVA vs ALLY
+117.4%
-124.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +2.2% |
| 7D | +1.6% | +1.0% | +0.5% | +1.2% |
| 30D | +4.0% | -3.3% | +7.3% | +5.1% |
| 3M | +10.5% | +0.5% | +10.1% | +9.9% |
| 6M | +18.4% | +12.6% | +5.8% | +13.0% |
| YTD | +17.8% | -4.7% | +22.5% | +18.5% |
| 1Y | +90.5% | +5.2% | +85.2% | +84.5% |
| 3Y | +282.1% | +66.5% | +215.6% | +201.7% |
| 5Y | +291.9% | +0.2% | +291.7% | +257.5% |
| 10Y | -24.9% | +180.8% | -205.6% | -53.7% |
| All | -6.9% | +117.4% | -124.3% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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