+96.8%
TEVA vs EXEL
+59.2%
+37.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.2% | +8.4% | -8.6% | -2.6% |
| 30D | +4.7% | +4.1% | +0.6% | +3.3% |
| 3M | +5.6% | +12.4% | -6.8% | +1.6% |
| 6M | +10.5% | +41.5% | -31.1% | -1.7% |
| YTD | +16.5% | +34.6% | -18.1% | +4.9% |
| 1Y | +96.8% | +57.9% | +38.9% | +61.7% |
| All | +96.8% | +59.2% | +37.5% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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