+86.5%
TEVA vs RY
+44.3%
+42.2%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.1% | +2.0% |
| 7D | +2.0% | -2.2% | +4.2% | +2.6% |
| 30D | +1.0% | -3.6% | +4.5% | +1.7% |
| 3M | +7.3% | +3.9% | +3.4% | +4.4% |
| 6M | +21.7% | +26.4% | -4.7% | +5.7% |
| YTD | +18.8% | +22.3% | -3.5% | +4.1% |
| 1Y | +86.5% | +43.7% | +42.8% | +52.3% |
| All | +86.5% | +44.3% | +42.2% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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