+45.3%
NSC vs TEVA
+290.4%
-245.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -1.4% | -0.7% | -0.6% | -1.3% |
| 30D | -3.4% | -0.4% | -3.0% | -3.4% |
| 3M | +5.1% | +8.2% | -3.2% | +4.1% |
| 6M | +9.2% | +15.3% | -6.1% | +7.2% |
| YTD | +13.4% | +16.5% | -3.1% | +11.2% |
| 1Y | +20.8% | +85.7% | -64.9% | +12.5% |
| 3Y | +76.1% | +277.9% | -201.8% | +45.6% |
| 5Y | +45.3% | +295.5% | -250.3% | +17.8% |
| All | +45.3% | +290.4% | -245.2% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling