-27.3%
NRG vs TEVA
+89.1%
-116.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.3% |
| 7D | -4.7% | +2.0% | -6.7% | -4.9% |
| 30D | -6.0% | +1.0% | -6.9% | -6.1% |
| 3M | -8.0% | +7.3% | -15.3% | -8.5% |
| 6M | -23.2% | +21.7% | -44.9% | -26.0% |
| YTD | -28.1% | +18.8% | -46.9% | -30.0% |
| 1Y | -27.3% | +86.5% | -113.7% | -33.5% |
| All | -27.3% | +89.1% | -116.4% | -33.5% |
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