+11,480.4%
VRTX vs TEVA
+4,819.3%
+6,661.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -6.4% | -1.7% | -4.7% | -6.0% |
| 30D | -0.5% | +2.0% | -2.5% | -1.0% |
| 3M | +16.9% | +7.0% | +9.9% | +14.7% |
| 6M | +13.1% | +17.0% | -3.9% | +8.2% |
| YTD | +14.9% | +18.1% | -3.1% | +9.6% |
| 1Y | +31.4% | +87.2% | -55.8% | +10.9% |
| 3Y | +51.9% | +283.1% | -231.1% | +2.0% |
| 5Y | +177.1% | +298.4% | -121.3% | +75.2% |
| 10Y | +456.3% | -23.4% | +479.7% | +381.8% |
| All | +11,480.4% | +4,819.3% | +6,661.2% | +4,657.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling