+262.1%
TEVA vs IBB
+60.8%
+201.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.4% |
| 7D | -0.7% | -5.2% | +4.5% | +3.0% |
| 30D | -0.4% | +1.5% | -1.8% | -1.5% |
| 3M | +8.2% | +22.1% | -13.9% | -6.3% |
| 6M | +15.3% | +17.7% | -2.4% | +2.5% |
| YTD | +16.5% | +20.2% | -3.7% | +1.7% |
| 1Y | +85.7% | +44.4% | +41.3% | +43.1% |
| All | +262.1% | +60.8% | +201.2% | +141.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling