-7.0%
JD vs TEVA
+280.8%
-287.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.1% |
| 7D | -4.2% | +2.0% | -6.3% | -4.5% |
| 30D | -14.4% | +1.0% | -15.3% | -14.5% |
| 3M | -3.6% | +7.3% | -10.9% | -4.8% |
| 6M | -0.3% | +21.7% | -22.0% | -3.7% |
| YTD | -2.4% | +18.8% | -21.2% | -5.5% |
| 1Y | -18.5% | +86.5% | -105.0% | -27.0% |
| 3Y | -7.0% | +269.4% | -276.4% | -36.7% |
| All | -7.0% | +280.8% | -287.8% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling