-25.0%
TEVA vs IBB
+125.5%
-150.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | +2.0% | -4.2% | +6.2% | +5.6% |
| 30D | +1.0% | +1.1% | -0.1% | -0.2% |
| 3M | +7.3% | +19.0% | -11.7% | -7.3% |
| 6M | +21.7% | +18.9% | +2.9% | +5.3% |
| YTD | +18.8% | +20.3% | -1.5% | +1.5% |
| 1Y | +86.5% | +41.5% | +45.0% | +39.5% |
| 3Y | +269.4% | +60.3% | +209.1% | +144.6% |
| 5Y | +303.6% | +18.7% | +284.9% | +239.9% |
| All | -25.0% | +125.5% | -150.5% | -63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling