-18.5%
JD vs TEVA
+89.1%
-107.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | 0.0% |
| 7D | -4.2% | +2.0% | -6.3% | -4.4% |
| 30D | -14.4% | +1.0% | -15.3% | -14.4% |
| 3M | -3.6% | +7.3% | -10.9% | -3.9% |
| 6M | -0.3% | +21.7% | -22.0% | -1.8% |
| YTD | -2.4% | +18.8% | -21.2% | -3.6% |
| 1Y | -18.5% | +86.5% | -105.0% | -20.5% |
| All | -18.5% | +89.1% | -107.7% | -20.5% |
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