+5,578.7%
NSC vs TEVA
+6,974.4%
-1,395.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | -1.5% | +1.6% | -3.1% | -1.7% |
| 30D | -1.9% | +4.0% | -5.9% | -2.5% |
| 3M | +6.2% | +10.5% | -4.3% | +4.5% |
| 6M | +9.2% | +18.4% | -9.2% | +6.1% |
| YTD | +15.0% | +17.8% | -2.8% | +11.8% |
| 1Y | +21.1% | +90.5% | -69.4% | +9.6% |
| 3Y | +78.6% | +282.1% | -203.5% | +42.9% |
| 5Y | +45.9% | +291.9% | -246.0% | +13.6% |
| 10Y | +326.9% | -24.9% | +351.7% | +283.6% |
| All | +5,578.7% | +6,974.4% | -1,395.7% | +3,040.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling