+86.5%
TEVA vs COMP
+13.6%
+72.9%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.7% | +1.7% |
| 7D | +2.0% | -5.5% | +7.5% | +2.5% |
| 30D | +1.0% | -17.4% | +18.4% | +2.6% |
| 3M | +7.3% | +24.4% | -17.1% | +4.6% |
| 6M | +21.7% | +21.8% | -0.1% | +17.2% |
| YTD | +18.8% | -0.6% | +19.4% | +14.4% |
| 1Y | +86.5% | +11.5% | +75.0% | +71.0% |
| All | +86.5% | +13.6% | +72.9% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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