+195.0%
TEVA vs AS
+114.1%
+80.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.5% |
| 7D | +1.6% | -2.6% | +4.2% | +1.9% |
| 30D | +4.0% | -22.1% | +26.1% | +7.9% |
| 3M | +10.5% | -15.3% | +25.8% | +13.0% |
| 6M | +18.4% | -15.6% | +34.0% | +20.8% |
| YTD | +17.8% | -23.2% | +41.0% | +21.6% |
| 1Y | +90.5% | -21.7% | +112.2% | +95.6% |
| All | +195.0% | +114.1% | +80.9% | +182.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling