+961.0%
NBIS vs TEVA
+114.6%
+846.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.4% | -9.9% | -6.5% |
| 7D | -6.3% | +6.5% | -12.8% | -7.7% |
| 30D | -23.6% | +5.3% | -28.9% | -24.6% |
| 3M | -8.7% | +11.8% | -20.5% | -11.4% |
| 6M | +87.9% | +35.5% | +52.3% | +72.8% |
| YTD | +153.5% | +24.1% | +129.4% | +138.7% |
| 1Y | +134.7% | +94.3% | +40.4% | +98.1% |
| All | +961.0% | +114.6% | +846.3% | +771.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling