+327.1%
NET vs TEVA
+271.8%
+55.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -7.0% | -0.2% | -6.8% | -7.0% |
| 30D | -4.8% | +4.7% | -9.5% | -5.5% |
| 3M | +3.8% | +5.6% | -1.8% | +2.7% |
| 6M | +50.0% | +10.5% | +39.6% | +47.0% |
| YTD | +41.5% | +16.5% | +25.0% | +37.5% |
| 1Y | +32.8% | +96.8% | -63.9% | +18.6% |
| All | +327.1% | +271.8% | +55.3% | +208.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling