+632.8%
LYB vs TEVA
-24.7%
+657.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -3.0% | -1.4% |
| 7D | +0.3% | +2.0% | -1.7% | -0.2% |
| 30D | +2.5% | +1.0% | +1.5% | +2.1% |
| 3M | +1.4% | +7.3% | -5.9% | -0.8% |
| 6M | -3.5% | +21.7% | -25.2% | -9.3% |
| YTD | +52.0% | +18.8% | +33.1% | +43.2% |
| 1Y | +22.1% | +86.5% | -64.4% | +1.8% |
| 3Y | -22.8% | +269.4% | -292.2% | -48.6% |
| 5Y | -3.4% | +303.6% | -306.9% | -39.9% |
| 10Y | +47.4% | -22.9% | +70.3% | +33.3% |
| All | +632.8% | -24.7% | +657.5% | +465.6% |
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 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