+19.4%
ETN vs TEVA
+89.1%
-69.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +1.9% | +3.7% |
| 7D | +3.5% | +2.0% | +1.5% | +3.3% |
| 30D | -7.5% | +1.0% | -8.5% | -7.6% |
| 3M | +8.3% | +7.3% | +1.0% | +7.9% |
| 6M | +20.2% | +21.7% | -1.5% | +15.9% |
| YTD | +34.7% | +18.8% | +15.8% | +30.6% |
| 1Y | +19.4% | +86.5% | -67.0% | +8.8% |
| All | +19.4% | +89.1% | -69.7% | +8.8% |
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