+242.6%
TEVA vs PL
+70.3%
+172.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.1% |
| 7D | -0.7% | -9.0% | +8.3% | -0.1% |
| 30D | -0.4% | -29.6% | +29.2% | +2.2% |
| 3M | +8.2% | -45.7% | +53.9% | +12.7% |
| 6M | +15.3% | -34.3% | +49.6% | +16.3% |
| YTD | +16.5% | -15.4% | +31.8% | +14.4% |
| 1Y | +85.7% | +86.1% | -0.3% | +69.1% |
| 3Y | +277.9% | +509.1% | -231.3% | +186.3% |
| 5Y | +295.5% | +68.3% | +227.2% | +229.6% |
| All | +242.6% | +70.3% | +172.3% | +186.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling