+5,061.4%
NI vs TEVA
+7,037.9%
-1,976.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.1% | -0.2% |
| 7D | 0.0% | +2.0% | -2.0% | -0.1% |
| 30D | -1.4% | +1.0% | -2.3% | -1.5% |
| 3M | -10.6% | +7.3% | -17.9% | -11.3% |
| 6M | -9.3% | +21.7% | -31.0% | -11.1% |
| YTD | +1.1% | +18.8% | -17.7% | -0.7% |
| 1Y | +3.4% | +86.5% | -83.1% | -2.6% |
| 3Y | +67.9% | +269.4% | -201.5% | +46.6% |
| 5Y | +98.0% | +303.6% | -205.6% | +69.0% |
| 10Y | +143.6% | -22.9% | +166.5% | +127.0% |
| All | +5,061.4% | +7,037.9% | -1,976.5% | +3,712.7% |
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