+267.0%
TEVA vs PL
+519.4%
-252.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.6% | +0.4% |
| 7D | -1.7% | -13.9% | +12.1% | -0.9% |
| 30D | +2.0% | -25.5% | +27.4% | +3.5% |
| 3M | +7.0% | -44.8% | +51.7% | +10.1% |
| 6M | +17.0% | -33.3% | +50.3% | +17.6% |
| YTD | +18.1% | -12.7% | +30.7% | +16.2% |
| 1Y | +87.2% | +90.9% | -3.7% | +73.9% |
| All | +267.0% | +519.4% | -252.4% | +190.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling