+247.0%
TEVA vs AS
+131.9%
+115.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.3% |
| 7D | +3.3% | -3.0% | +6.3% | +3.8% |
| 30D | +5.0% | +9.6% | -4.5% | +3.5% |
| 3M | +18.5% | -8.2% | +26.7% | +19.9% |
| 6M | +20.6% | -9.9% | +30.6% | +22.0% |
| YTD | +38.5% | -16.8% | +55.3% | +41.1% |
| 1Y | +72.1% | +3.0% | +69.1% | +69.8% |
| All | +247.0% | +131.9% | +115.1% | +227.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling