+404.5%
TEVA vs RY
+160.3%
+244.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +4.4% | +0.6% | +3.9% | +4.2% |
| 30D | +9.3% | +5.0% | +4.2% | +6.4% |
| 3M | +21.9% | -5.3% | +27.2% | +24.9% |
| 6M | +22.8% | +13.8% | +8.9% | +12.8% |
| YTD | +42.6% | +21.0% | +21.6% | +25.5% |
| 1Y | +74.2% | +40.5% | +33.7% | +40.1% |
| 3Y | +404.5% | +159.7% | +244.9% | +200.7% |
| All | +404.5% | +160.3% | +244.3% | +200.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling