-13.3%
TSLA vs TEVA
+106.6%
-119.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -4.7% | +4.7% | -9.4% | -5.5% |
| 30D | +1.7% | +5.5% | -3.8% | +0.7% |
| 3M | +17.7% | +21.6% | -3.9% | +13.8% |
| 6M | -1.9% | +18.4% | -20.3% | -4.0% |
| YTD | -14.3% | +34.1% | -48.4% | -19.8% |
| 1Y | -13.3% | +104.5% | -117.8% | -28.2% |
| All | -13.3% | +106.6% | -119.9% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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