+2,627.8%
NOW vs TEVA
+8.3%
+2,619.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.1% | -6.1% | -5.2% |
| 7D | -6.1% | +1.6% | -7.7% | -6.4% |
| 30D | +7.5% | +4.0% | +3.5% | +6.5% |
| 3M | +17.5% | +10.5% | +7.0% | +14.8% |
| 6M | +7.9% | +18.4% | -10.5% | +3.5% |
| YTD | -12.4% | +17.8% | -30.2% | -16.1% |
| 1Y | -28.6% | +90.5% | -119.0% | -38.5% |
| 3Y | +11.8% | +282.1% | -270.3% | -19.1% |
| 5Y | +2.6% | +291.9% | -289.3% | -28.2% |
| 10Y | +790.0% | -24.9% | +814.9% | +732.5% |
| All | +2,627.8% | +8.3% | +2,619.6% | +2,065.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling