+322.4%
NET vs TEVA
+366.0%
-43.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.4% | -2.6% |
| 7D | -16.4% | +4.7% | -21.1% | -16.9% |
| 30D | -25.8% | +5.5% | -31.4% | -26.4% |
| 3M | -11.5% | +21.6% | -33.1% | -13.8% |
| 6M | +18.9% | +18.4% | +0.5% | +16.0% |
| YTD | +35.2% | +34.1% | +1.1% | +29.4% |
| 1Y | +14.5% | +104.5% | -90.1% | +3.5% |
| All | +322.4% | +366.0% | -43.6% | +241.1% |
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