+96.8%
TEVA vs IBB
+51.5%
+45.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.1% |
| 7D | -0.2% | +1.4% | -1.6% | -1.2% |
| 30D | +4.7% | +10.5% | -5.8% | -2.9% |
| 3M | +5.6% | +23.6% | -18.0% | -10.6% |
| 6M | +10.5% | +22.6% | -12.1% | -5.8% |
| YTD | +16.5% | +25.7% | -9.2% | -3.3% |
| 1Y | +96.8% | +51.4% | +45.4% | +39.7% |
| All | +96.8% | +51.5% | +45.3% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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