+269.4%
TEVA vs EXEL
+154.7%
+114.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.3% |
| 7D | +2.0% | -4.9% | +6.9% | +2.7% |
| 30D | +1.0% | +11.4% | -10.4% | -0.4% |
| 3M | +7.3% | +4.9% | +2.4% | +6.5% |
| 6M | +21.7% | +34.4% | -12.7% | +17.2% |
| YTD | +18.8% | +28.0% | -9.2% | +14.9% |
| 1Y | +86.5% | +43.6% | +42.8% | +78.2% |
| 3Y | +269.4% | +155.2% | +114.2% | +233.5% |
| All | +269.4% | +154.7% | +114.7% | +233.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling