+74.1%
NSC vs TEVA
+280.8%
-206.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -3.0% | -1.1% |
| 7D | -2.8% | +2.0% | -4.8% | -2.9% |
| 30D | -4.5% | +1.0% | -5.5% | -4.6% |
| 3M | +3.5% | +7.3% | -3.8% | +2.9% |
| 6M | +8.5% | +21.7% | -13.2% | +6.7% |
| YTD | +12.3% | +18.8% | -6.5% | +10.6% |
| 1Y | +18.9% | +86.5% | -67.5% | +13.3% |
| 3Y | +74.1% | +269.4% | -195.3% | +46.0% |
| All | +74.1% | +280.8% | -206.7% | +46.0% |
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