+324.2%
NSC vs TEVA
-22.9%
+347.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -3.0% | -1.2% |
| 7D | -2.8% | +2.0% | -4.8% | -3.1% |
| 30D | -4.5% | +1.0% | -5.5% | -4.7% |
| 3M | +3.5% | +7.3% | -3.8% | +2.3% |
| 6M | +8.5% | +21.7% | -13.2% | +5.1% |
| YTD | +12.3% | +18.8% | -6.5% | +9.0% |
| 1Y | +18.9% | +86.5% | -67.5% | +7.8% |
| 3Y | +74.1% | +269.4% | -195.3% | +38.4% |
| 5Y | +43.9% | +303.6% | -259.7% | +10.0% |
| All | +324.2% | -22.9% | +347.1% | +241.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling