-5.4%
JD vs TEVA
+93.8%
-99.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -13.2% | +4.7% | -17.9% | -13.4% |
| 3M | -3.2% | +5.6% | -8.8% | -3.6% |
| 6M | +15.2% | +10.5% | +4.7% | +13.8% |
| YTD | +2.0% | +16.5% | -14.5% | +0.5% |
| 1Y | -5.4% | +96.8% | -102.1% | -8.5% |
| All | -5.4% | +93.8% | -99.2% | -8.5% |
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