+18.3%
MOD vs TEVA
+84.1%
-65.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.3% | -3.4% |
| 7D | -3.9% | -0.7% | -3.2% | -3.8% |
| 30D | -9.6% | -0.4% | -9.3% | -9.6% |
| 3M | -30.6% | +8.2% | -38.8% | -31.2% |
| 6M | -10.9% | +15.3% | -26.3% | -14.4% |
| YTD | +34.3% | +16.5% | +17.8% | +29.3% |
| 1Y | +18.3% | +85.7% | -67.4% | +7.5% |
| All | +18.3% | +84.1% | -65.7% | +7.5% |
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