-1.4%
LOW vs TEVA
+106.6%
-108.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.6% | +7.5% |
| 7D | +15.6% | +4.7% | +10.9% | +15.2% |
| 30D | +28.6% | +5.5% | +23.1% | +28.0% |
| 3M | +5.8% | +21.6% | -15.7% | +4.1% |
| 6M | +3.8% | +18.4% | -14.6% | +2.3% |
| YTD | -2.8% | +34.1% | -36.9% | -5.4% |
| 1Y | -1.4% | +104.5% | -105.9% | -1.6% |
| All | -1.4% | +106.6% | -108.0% | -1.6% |
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