+242.7%
TEVA vs PL
+84.9%
+157.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.6% |
| 7D | -0.2% | -9.3% | +9.1% | +0.5% |
| 30D | +4.7% | -18.9% | +23.6% | +6.3% |
| 3M | +5.6% | -58.4% | +64.0% | +11.8% |
| 6M | +10.5% | -30.3% | +40.8% | +11.0% |
| YTD | +16.5% | -8.1% | +24.6% | +13.8% |
| 1Y | +96.8% | +180.5% | -83.7% | +71.7% |
| 3Y | +269.5% | +444.1% | -174.6% | +184.3% |
| 5Y | +283.5% | +83.0% | +200.5% | +218.0% |
| All | +242.7% | +84.9% | +157.8% | +185.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling