+143.4%
NTAP vs TEVA
+300.5%
-157.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.0% | +6.5% | +8.2% |
| 7D | +7.4% | +2.0% | +5.4% | +7.0% |
| 30D | -1.4% | +1.0% | -2.3% | -1.6% |
| 3M | +24.6% | +7.3% | +17.2% | +22.7% |
| 6M | +105.9% | +21.7% | +84.2% | +97.6% |
| YTD | +88.5% | +18.8% | +69.7% | +81.4% |
| 1Y | +62.1% | +86.5% | -24.4% | +42.6% |
| 3Y | +169.1% | +269.4% | -100.4% | +98.6% |
| All | +143.4% | +300.5% | -157.2% | +72.3% |
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