+60.7%
NEM vs TEVA
+89.1%
-28.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | 0.0% |
| 7D | -1.0% | +2.0% | -3.0% | -1.5% |
| 30D | +7.8% | +1.0% | +6.9% | +7.6% |
| 3M | +30.2% | +7.3% | +22.9% | +28.3% |
| 6M | +9.6% | +21.7% | -12.1% | +4.1% |
| YTD | +27.8% | +18.8% | +9.0% | +22.3% |
| 1Y | +60.7% | +86.5% | -25.8% | +42.5% |
| All | +60.7% | +89.1% | -28.4% | +42.5% |
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 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