+133.3%
NBIS vs TEVA
+97.1%
+36.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.4% | -9.9% | -6.7% |
| 7D | -6.3% | +6.5% | -12.8% | -7.9% |
| 30D | -23.6% | +5.3% | -28.9% | -24.7% |
| 3M | -8.7% | +11.8% | -20.5% | -11.3% |
| 6M | +87.9% | +35.5% | +52.3% | +66.1% |
| YTD | +153.5% | +24.1% | +129.4% | +132.8% |
| All | +133.3% | +97.1% | +36.1% | +73.7% |
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