+104.5%
TEVA vs PL
-0.6%
+105.2%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.2% | +0.1% |
| 7D | +4.7% | -11.7% | +16.4% | +5.2% |
| 30D | +5.5% | -27.1% | +32.7% | +6.7% |
| 3M | +21.6% | -44.6% | +66.1% | +24.0% |
| 6M | +18.4% | -67.2% | +85.6% | +22.6% |
| YTD | +34.1% | -35.9% | +69.9% | +33.3% |
| 1Y | +104.5% | -0.4% | +104.9% | +95.4% |
| All | +104.5% | -0.6% | +105.2% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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