+21.3%
NOK vs TEVA
+106.6%
-85.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -10.4% | +4.7% | -15.1% | -11.3% |
| 30D | -19.0% | +5.5% | -24.5% | -19.9% |
| 3M | -16.7% | +21.6% | -38.3% | -20.2% |
| 6M | -37.1% | +18.4% | -55.5% | -39.2% |
| YTD | +27.7% | +34.1% | -6.4% | +18.7% |
| 1Y | +21.3% | +104.5% | -83.3% | +5.9% |
| All | +21.3% | +106.6% | -85.3% | +5.9% |
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 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