+13.3%
YUM vs TEVA
+81.2%
-67.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +7.5% | +0.7% | +6.7% | +7.3% |
| 30D | +18.8% | +6.8% | +12.0% | +17.8% |
| 3M | +9.6% | +20.3% | -10.8% | +6.8% |
| 6M | +9.0% | +16.5% | -7.5% | +6.5% |
| YTD | +11.4% | +33.9% | -22.5% | +6.3% |
| 1Y | +13.3% | +69.8% | -56.5% | +7.5% |
| All | +13.3% | +81.2% | -67.8% | +7.5% |
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