+47.4%
JD vs TEVA
-19.1%
+66.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -3.0% | -1.7% | -1.3% | -2.7% |
| 30D | -19.3% | +2.0% | -21.3% | -19.7% |
| 3M | -6.0% | +7.0% | -13.0% | -7.6% |
| 6M | +1.8% | +17.0% | -15.2% | -2.0% |
| YTD | -2.6% | +18.1% | -20.6% | -6.4% |
| 1Y | -17.4% | +87.2% | -104.7% | -28.1% |
| 3Y | -8.6% | +283.1% | -291.7% | -33.3% |
| 5Y | -61.6% | +298.4% | -360.0% | -72.9% |
| 10Y | +16.9% | -23.4% | +40.3% | +0.3% |
| All | +47.4% | -19.1% | +66.6% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling