-7.5%
NOC vs TEVA
+106.6%
-114.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -5.0% | +4.7% | -9.7% | -5.2% |
| 30D | +10.3% | +5.5% | +4.8% | +10.0% |
| 3M | -4.3% | +21.6% | -25.9% | -5.4% |
| 6M | -6.5% | +18.4% | -24.9% | -7.4% |
| YTD | -6.7% | +34.1% | -40.8% | -7.8% |
| 1Y | -7.5% | +104.5% | -112.0% | -7.3% |
| All | -7.5% | +106.6% | -114.1% | -7.3% |
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