-99.1%
NVD vs TEVA
+280.8%
-379.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.8% | +1.0% |
| 7D | +10.8% | +2.0% | +8.8% | +11.7% |
| 30D | +0.8% | +1.0% | -0.2% | +1.3% |
| 3M | -20.8% | +7.3% | -28.2% | -19.1% |
| 6M | -41.2% | +21.7% | -62.9% | -35.4% |
| YTD | -44.2% | +18.8% | -63.0% | -39.2% |
| 1Y | -54.2% | +86.5% | -140.6% | -37.6% |
| 3Y | -99.1% | +269.4% | -368.6% | -98.2% |
| All | -99.1% | +280.8% | -379.9% | -98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling