+257.1%
TEVA vs AS
+123.4%
+133.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.8% | +2.1% |
| 7D | +4.4% | -4.9% | +9.3% | +5.2% |
| 30D | +9.3% | +3.9% | +5.4% | +8.5% |
| 3M | +21.9% | -9.6% | +31.5% | +23.5% |
| 6M | +22.8% | -8.7% | +31.4% | +23.8% |
| YTD | +42.6% | -19.8% | +62.4% | +46.0% |
| 1Y | +74.2% | -1.5% | +75.8% | +73.0% |
| All | +257.1% | +123.4% | +133.7% | +238.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling