-14.4%
ETN vs TEVA
+81.2%
-95.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.2% | -7.2% | -7.4% |
| 7D | -16.9% | +0.7% | -17.7% | -17.0% |
| 30D | -26.5% | +6.8% | -33.3% | -26.9% |
| 3M | -26.7% | +20.3% | -47.0% | -27.9% |
| 6M | -20.0% | +16.5% | -36.5% | -19.8% |
| YTD | +3.5% | +33.9% | -30.3% | -2.4% |
| 1Y | -14.4% | +69.8% | -84.3% | -26.8% |
| All | -14.4% | +81.2% | -95.6% | -26.8% |
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 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