-34.2%
NKE vs TEVA
+81.2%
-115.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | +3.0% | +0.7% | +2.2% | +2.8% |
| 30D | +14.3% | +6.8% | +7.5% | +13.2% |
| 3M | -5.8% | +20.3% | -26.2% | -8.5% |
| 6M | -6.3% | +16.5% | -22.8% | -8.4% |
| YTD | -36.3% | +33.9% | -70.1% | -41.2% |
| 1Y | -34.2% | +69.8% | -104.0% | -44.6% |
| All | -34.2% | +81.2% | -115.4% | -44.6% |
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