+3.7%
NOW vs TEVA
+300.5%
-296.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.7% |
| 7D | -6.2% | +2.0% | -8.2% | -6.5% |
| 30D | +6.1% | +1.0% | +5.1% | +5.7% |
| 3M | +28.6% | +7.3% | +21.2% | +26.4% |
| 6M | +14.6% | +21.7% | -7.1% | +9.2% |
| YTD | -13.5% | +18.8% | -32.3% | -17.4% |
| 1Y | -29.4% | +86.5% | -115.9% | -39.6% |
| 3Y | +9.4% | +269.4% | -260.1% | -24.4% |
| All | +3.7% | +300.5% | -296.9% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling