+3.4%
NI vs TEVA
+89.1%
-85.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.1% | -0.1% |
| 7D | 0.0% | +2.0% | -2.0% | 0.0% |
| 30D | -1.4% | +1.0% | -2.3% | -1.4% |
| 3M | -10.6% | +7.3% | -17.9% | -10.7% |
| 6M | -9.3% | +21.7% | -31.0% | -10.1% |
| YTD | +1.1% | +18.8% | -17.7% | +0.3% |
| 1Y | +3.4% | +86.5% | -83.1% | -0.2% |
| All | +3.4% | +89.1% | -85.8% | -0.2% |
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 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