+299.2%
TEVA vs IBB
+18.1%
+281.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | +2.0% | -4.2% | +6.2% | +5.1% |
| 30D | +1.0% | +1.1% | -0.1% | 0.0% |
| 3M | +7.3% | +19.0% | -11.7% | -5.3% |
| 6M | +21.7% | +18.9% | +2.9% | +7.6% |
| YTD | +18.8% | +20.3% | -1.5% | +3.9% |
| 1Y | +86.5% | +41.5% | +45.0% | +45.8% |
| 3Y | +269.4% | +60.3% | +209.1% | +160.2% |
| All | +299.2% | +18.1% | +281.2% | +188.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling