+225.6%
TEVA vs IBB
+546.5%
-320.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.3% |
| 7D | +1.6% | -1.7% | +3.2% | +2.5% |
| 30D | +4.0% | +4.9% | -0.9% | +1.2% |
| 3M | +10.5% | +24.2% | -13.7% | -1.9% |
| 6M | +18.4% | +23.8% | -5.5% | +5.4% |
| YTD | +17.8% | +23.0% | -5.2% | +5.1% |
| 1Y | +90.5% | +46.2% | +44.3% | +55.0% |
| 3Y | +282.1% | +64.8% | +217.3% | +190.3% |
| 5Y | +291.9% | +20.9% | +271.0% | +247.4% |
| 10Y | -24.9% | +121.6% | -146.4% | -49.4% |
| All | +225.6% | +546.5% | -320.9% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling