+302.3%
NEM vs TEVA
-22.9%
+325.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.4% |
| 7D | -1.0% | +2.0% | -3.0% | -1.2% |
| 30D | +7.8% | +1.0% | +6.9% | +7.8% |
| 3M | +30.2% | +7.3% | +22.9% | +29.4% |
| 6M | +9.6% | +21.7% | -12.1% | +7.7% |
| YTD | +27.8% | +18.8% | +9.0% | +25.8% |
| 1Y | +60.7% | +86.5% | -25.8% | +52.9% |
| 3Y | +245.3% | +269.4% | -24.1% | +210.6% |
| 5Y | +155.3% | +303.6% | -148.3% | +127.1% |
| All | +302.3% | -22.9% | +325.2% | +275.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling