+201.1%
WELL vs TEVA
+300.5%
-99.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.1% | -0.3% |
| 7D | -0.2% | +2.0% | -2.2% | -0.4% |
| 30D | +2.3% | +1.0% | +1.4% | +2.2% |
| 3M | +12.3% | +7.3% | +4.9% | +11.2% |
| 6M | +15.6% | +21.7% | -6.1% | +12.7% |
| YTD | +28.3% | +18.8% | +9.5% | +25.4% |
| 1Y | +41.9% | +86.5% | -44.6% | +31.5% |
| 3Y | +198.3% | +269.4% | -71.1% | +146.1% |
| All | +201.1% | +300.5% | -99.5% | +136.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling