-28.0%
JOBY vs TEVA
+300.5%
-328.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.8% | +0.7% |
| 7D | -5.2% | +2.0% | -7.2% | -5.7% |
| 30D | -19.7% | +1.0% | -20.7% | -20.0% |
| 3M | -31.7% | +7.3% | -39.1% | -33.6% |
| 6M | -37.5% | +21.7% | -59.3% | -41.8% |
| YTD | -51.6% | +18.8% | -70.4% | -54.6% |
| 1Y | -53.3% | +86.5% | -139.8% | -62.1% |
| 3Y | -12.2% | +269.4% | -281.6% | -45.1% |
| All | -28.0% | +300.5% | -328.6% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling