+189.8%
NOC vs TEVA
-22.9%
+212.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.1% |
| 7D | +0.8% | +2.0% | -1.2% | +0.7% |
| 30D | -9.7% | +1.0% | -10.7% | -9.8% |
| 3M | -5.6% | +7.3% | -13.0% | -6.1% |
| 6M | -28.6% | +21.7% | -50.3% | -29.5% |
| YTD | -7.9% | +18.8% | -26.7% | -8.9% |
| 1Y | -9.5% | +86.5% | -96.0% | -12.9% |
| 3Y | +28.4% | +269.4% | -241.1% | +16.8% |
| 5Y | +59.0% | +303.6% | -244.6% | +41.5% |
| All | +189.8% | -22.9% | +212.8% | +196.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling