+21,151.7%
NTAP vs TEVA
+889.4%
+20,262.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.0% | +6.5% | +7.9% |
| 7D | +7.4% | +2.0% | +5.4% | +6.8% |
| 30D | -1.4% | +1.0% | -2.3% | -1.8% |
| 3M | +24.6% | +7.3% | +17.2% | +21.1% |
| 6M | +105.9% | +21.7% | +84.2% | +91.0% |
| YTD | +88.5% | +18.8% | +69.7% | +75.7% |
| 1Y | +62.1% | +86.5% | -24.4% | +29.2% |
| 3Y | +169.1% | +269.4% | -100.4% | +61.1% |
| 5Y | +141.9% | +303.6% | -161.7% | +32.6% |
| 10Y | +644.0% | -22.9% | +666.9% | +523.4% |
| All | +21,151.7% | +889.4% | +20,262.3% | +4,337.2% |
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