-65.8%
JOBY vs TEVA
+106.6%
-172.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.3% | +4.1% |
| 7D | -0.6% | +4.7% | -5.3% | -1.5% |
| 30D | -12.6% | +5.5% | -18.2% | -13.5% |
| 3M | -36.6% | +21.6% | -58.2% | -39.0% |
| 6M | -43.0% | +18.4% | -61.4% | -44.3% |
| YTD | -61.7% | +34.1% | -95.8% | -64.2% |
| 1Y | -65.8% | +104.5% | -170.3% | -71.8% |
| All | -65.8% | +106.6% | -172.4% | -71.8% |
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