-51.2%
NRG vs TEVA
+81.5%
-132.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -0.1% | -13.4% | -13.5% |
| 7D | -13.7% | +4.7% | -18.4% | -14.3% |
| 30D | -13.6% | +5.5% | -19.1% | -14.2% |
| 3M | -28.5% | +21.6% | -50.1% | -30.4% |
| 6M | -45.8% | +18.4% | -64.2% | -46.6% |
| YTD | -46.9% | +34.1% | -81.0% | -49.5% |
| All | -51.2% | +81.5% | -132.7% | -58.8% |
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