+265.1%
MU vs TEVA
+106.6%
+158.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.1% | -6.9% | -7.0% |
| 7D | -19.1% | +4.7% | -23.8% | -20.0% |
| 30D | -25.2% | +5.5% | -30.8% | -26.3% |
| 3M | -10.9% | +21.6% | -32.5% | -15.6% |
| 6M | +38.0% | +18.4% | +19.6% | +32.9% |
| YTD | +178.8% | +34.1% | +144.7% | +153.5% |
| 1Y | +265.1% | +104.5% | +160.6% | +174.0% |
| All | +265.1% | +106.6% | +158.6% | +174.0% |
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