-29.4%
NOW vs TEVA
+89.1%
-118.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +1.2% |
| 7D | -6.2% | +2.0% | -8.2% | -6.0% |
| 30D | +6.1% | +1.0% | +5.1% | +6.2% |
| 3M | +28.6% | +7.3% | +21.2% | +28.6% |
| 6M | +14.6% | +21.7% | -7.1% | +16.0% |
| YTD | -13.5% | +18.8% | -32.3% | -13.0% |
| 1Y | -29.4% | +86.5% | -115.9% | -25.7% |
| All | -29.4% | +89.1% | -118.5% | -25.7% |
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