+194.3%
NOK vs TEVA
+280.8%
-86.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.5% |
| 7D | +11.0% | +2.0% | +9.0% | +10.6% |
| 30D | +7.8% | +1.0% | +6.9% | +7.7% |
| 3M | -21.0% | +7.3% | -28.3% | -22.0% |
| 6M | +40.9% | +21.7% | +19.2% | +36.1% |
| YTD | +72.0% | +18.8% | +53.2% | +66.8% |
| 1Y | +140.9% | +86.5% | +54.4% | +119.5% |
| 3Y | +194.3% | +269.4% | -75.2% | +130.4% |
| All | +194.3% | +280.8% | -86.5% | +130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling