+7,139.5%
NEE vs TEVA
+7,037.9%
+101.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.3% |
| 7D | -1.3% | +2.0% | -3.4% | -1.5% |
| 30D | -3.3% | +1.0% | -4.3% | -3.4% |
| 3M | -2.3% | +7.3% | -9.6% | -2.9% |
| 6M | -8.9% | +21.7% | -30.6% | -10.6% |
| YTD | +4.8% | +18.8% | -14.1% | +2.9% |
| 1Y | +18.7% | +86.5% | -67.7% | +12.2% |
| 3Y | +33.2% | +269.4% | -236.2% | +17.3% |
| 5Y | +10.9% | +303.6% | -292.7% | -4.4% |
| 10Y | +251.8% | -22.9% | +274.7% | +229.1% |
| All | +7,139.5% | +7,037.9% | +101.5% | +5,316.7% |
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