-0.9%
TSLA vs TEVA
+89.1%
-90.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.2% |
| 7D | +3.2% | +2.0% | +1.2% | +2.9% |
| 30D | +11.6% | +1.0% | +10.6% | +11.4% |
| 3M | -8.4% | +7.3% | -15.8% | -9.1% |
| 6M | -10.4% | +21.7% | -32.1% | -14.4% |
| YTD | -18.7% | +18.8% | -37.6% | -21.9% |
| 1Y | -0.9% | +86.5% | -87.4% | -13.0% |
| All | -0.9% | +89.1% | -90.1% | -13.0% |
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