+2,205.8%
NDAQ vs TEVA
+185.6%
+2,020.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -1.0% | -2.1% |
| 7D | -6.8% | -0.7% | -6.1% | -6.7% |
| 30D | -3.2% | -0.4% | -2.8% | -3.2% |
| 3M | +6.5% | +8.2% | -1.8% | +4.6% |
| 6M | +5.7% | +15.3% | -9.6% | +2.4% |
| YTD | -4.6% | +16.5% | -21.1% | -8.0% |
| 1Y | -1.6% | +85.7% | -87.3% | -13.3% |
| 3Y | +86.4% | +277.9% | -191.4% | +38.3% |
| 5Y | +50.3% | +295.5% | -245.2% | +6.9% |
| 10Y | +369.0% | -24.5% | +393.5% | +346.1% |
| All | +2,205.8% | +185.6% | +2,020.2% | +1,298.7% |
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 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