+64,592.5%
NFLX vs TEVA
+196.5%
+64,396.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.4% |
| 7D | -1.1% | +2.0% | -3.1% | -1.5% |
| 30D | +4.3% | +1.0% | +3.3% | +4.0% |
| 3M | -4.8% | +7.3% | -12.1% | -6.5% |
| 6M | -18.4% | +21.7% | -40.2% | -22.6% |
| YTD | -17.4% | +18.8% | -36.3% | -21.4% |
| 1Y | -35.7% | +86.5% | -122.2% | -45.2% |
| 3Y | +73.8% | +269.4% | -195.6% | +20.6% |
| 5Y | +29.3% | +303.6% | -274.3% | -14.4% |
| 10Y | +702.1% | -22.9% | +725.0% | +631.9% |
| All | +64,592.5% | +196.5% | +64,396.0% | +28,614.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling