+51.1%
NEM vs TEVA
+106.6%
-55.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +10.0% | +9.9% |
| 7D | +3.7% | +4.7% | -1.0% | +2.3% |
| 30D | +2.0% | +5.5% | -3.5% | +0.5% |
| 3M | +21.1% | +21.6% | -0.4% | +15.1% |
| 6M | +9.5% | +18.4% | -8.9% | +5.1% |
| YTD | +19.1% | +34.1% | -15.0% | +9.9% |
| 1Y | +51.1% | +104.5% | -53.4% | +25.6% |
| All | +51.1% | +106.6% | -55.5% | +25.6% |
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