-25.0%
TEVA vs AR
+41.9%
-66.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.4% |
| 7D | +2.0% | -2.5% | +4.5% | +2.5% |
| 30D | +1.0% | +2.5% | -1.6% | +0.5% |
| 3M | +7.3% | +12.3% | -5.0% | +4.9% |
| 6M | +21.7% | -3.1% | +24.9% | +21.6% |
| YTD | +18.8% | +11.5% | +7.3% | +15.1% |
| 1Y | +86.5% | +17.0% | +69.5% | +78.3% |
| 3Y | +269.4% | +47.3% | +222.1% | +229.3% |
| 5Y | +303.6% | +141.2% | +162.3% | +213.1% |
| All | -25.0% | +41.9% | -66.8% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling