+155.9%
NUE vs TEVA
+300.5%
-144.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.5% | +1.2% |
| 7D | -0.6% | +2.0% | -2.6% | -1.0% |
| 30D | -4.6% | +1.0% | -5.5% | -4.8% |
| 3M | -0.3% | +7.3% | -7.6% | -1.9% |
| 6M | +51.9% | +21.7% | +30.2% | +45.5% |
| YTD | +60.0% | +18.8% | +41.1% | +53.7% |
| 1Y | +82.9% | +86.5% | -3.6% | +60.5% |
| 3Y | +66.0% | +269.4% | -203.4% | +18.4% |
| All | +155.9% | +300.5% | -144.6% | +64.0% |
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 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