+2.9%
NBIS vs TEVA
+81.2%
-78.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -0.2% | -14.8% | -14.9% |
| 7D | -30.0% | +0.7% | -30.8% | -30.1% |
| 30D | -51.8% | +6.8% | -58.6% | -52.5% |
| 3M | -45.0% | +20.3% | -65.4% | -47.2% |
| 6M | -31.6% | +16.5% | -48.1% | -32.4% |
| YTD | +43.8% | +33.9% | +9.9% | +30.0% |
| 1Y | +2.9% | +69.8% | -67.0% | -14.2% |
| All | +2.9% | +81.2% | -78.3% | -14.2% |
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