+2.0%
TEVA vs AR
-27.8%
+29.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +1.6% | -1.8% | +3.4% | +1.9% |
| 30D | +4.0% | +12.6% | -8.6% | +1.9% |
| 3M | +10.5% | +10.0% | +0.5% | +8.6% |
| 6M | +18.4% | +0.6% | +17.7% | +17.5% |
| YTD | +17.8% | +13.4% | +4.4% | +14.1% |
| 1Y | +90.5% | +21.7% | +68.8% | +81.6% |
| 3Y | +282.1% | +45.8% | +236.3% | +244.8% |
| 5Y | +291.9% | +144.3% | +147.6% | +211.7% |
| 10Y | -24.9% | +41.8% | -66.7% | -42.3% |
| All | +2.0% | -27.8% | +29.8% | -16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling