+1,022.8%
NBIS vs TEVA
+105.6%
+917.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.0% |
| 7D | -0.8% | +2.0% | -2.8% | -1.3% |
| 30D | -13.4% | +1.0% | -14.3% | -13.6% |
| 3M | +1.0% | +7.3% | -6.3% | -1.0% |
| 6M | +100.5% | +21.7% | +78.8% | +89.3% |
| YTD | +168.3% | +18.8% | +149.4% | +155.2% |
| 1Y | +151.8% | +86.5% | +65.3% | +114.7% |
| All | +1,022.8% | +105.6% | +917.2% | +832.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling