+390.2%
TEVA vs EXEL
+263.2%
+127.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -1.2% |
| 7D | -0.7% | -2.9% | +2.1% | -0.4% |
| 30D | -0.4% | +11.9% | -12.2% | -1.7% |
| 3M | +8.2% | +9.2% | -1.0% | +7.0% |
| 6M | +15.3% | +39.1% | -23.8% | +10.6% |
| YTD | +16.5% | +31.0% | -14.6% | +12.4% |
| 1Y | +85.7% | +52.3% | +33.4% | +75.9% |
| 3Y | +277.9% | +159.7% | +118.1% | +230.5% |
| 5Y | +295.5% | +187.7% | +107.8% | +240.2% |
| 10Y | -24.5% | +379.4% | -403.9% | -40.4% |
| All | +390.2% | +263.2% | +127.1% | +201.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling