+87.2%
TEVA vs AS
-24.2%
+111.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +0.7% |
| 7D | -1.7% | -2.8% | +1.1% | -1.3% |
| 30D | +2.0% | -23.2% | +25.2% | +6.2% |
| 3M | +7.0% | -20.1% | +27.1% | +10.3% |
| 6M | +17.0% | -18.5% | +35.5% | +19.5% |
| YTD | +18.1% | -25.6% | +43.7% | +21.5% |
| 1Y | +87.2% | -24.4% | +111.6% | +83.8% |
| All | +87.2% | -24.2% | +111.5% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling