+299.2%
TEVA vs APD
+22.2%
+277.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | +2.0% | -3.3% | +5.3% | +2.9% |
| 30D | +1.0% | -4.2% | +5.1% | +2.1% |
| 3M | +7.3% | +5.4% | +1.9% | +5.6% |
| 6M | +21.7% | +6.3% | +15.5% | +19.3% |
| YTD | +18.8% | +20.3% | -1.5% | +12.1% |
| 1Y | +86.5% | +1.6% | +84.9% | +84.6% |
| 3Y | +269.4% | +4.0% | +265.4% | +259.5% |
| All | +299.2% | +22.2% | +277.0% | +211.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 5y: compounded portfolio wealth divided by compounded APD 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…
5y analysis · Full analysis span regression · 6 months rolling