+208.7%
NRG vs TEVA
+280.8%
-72.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.2% |
| 7D | -4.7% | +2.0% | -6.7% | -5.1% |
| 30D | -6.0% | +1.0% | -6.9% | -6.1% |
| 3M | -8.0% | +7.3% | -15.3% | -9.5% |
| 6M | -23.2% | +21.7% | -44.9% | -26.9% |
| YTD | -28.1% | +18.8% | -46.9% | -31.1% |
| 1Y | -27.3% | +86.5% | -113.7% | -37.3% |
| 3Y | +208.7% | +269.4% | -60.8% | +125.4% |
| All | +208.7% | +280.8% | -72.1% | +125.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling