+11,026.4%
JPM vs TEVA
+6,895.5%
+4,130.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | -0.1% |
| 7D | -2.3% | -0.7% | -1.6% | -2.2% |
| 30D | -2.3% | -0.4% | -2.0% | -2.4% |
| 3M | +14.9% | +8.2% | +6.6% | +12.6% |
| 6M | +23.6% | +15.3% | +8.3% | +19.2% |
| YTD | +11.3% | +16.5% | -5.2% | +7.0% |
| 1Y | +19.9% | +85.7% | -65.9% | +4.2% |
| 3Y | +162.6% | +277.9% | -115.3% | +89.7% |
| 5Y | +154.6% | +295.5% | -140.9% | +76.2% |
| 10Y | +589.9% | -24.5% | +614.4% | +502.3% |
| All | +11,026.4% | +6,895.5% | +4,130.9% | +5,090.8% |
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 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