+1,381.0%
NET vs TEVA
+407.3%
+973.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.4% | -2.5% |
| 7D | -16.4% | +4.7% | -21.1% | -17.5% |
| 30D | -25.8% | +5.5% | -31.4% | -27.0% |
| 3M | -11.5% | +21.6% | -33.1% | -16.3% |
| 6M | +18.9% | +18.4% | +0.5% | +12.8% |
| YTD | +35.2% | +34.1% | +1.1% | +23.0% |
| 1Y | +14.5% | +104.5% | -90.1% | -8.6% |
| 3Y | +313.8% | +365.5% | -51.7% | +137.7% |
| 5Y | +32.6% | +353.9% | -321.3% | -24.8% |
| All | +1,381.0% | +407.3% | +973.7% | +664.2% |
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