+14,546.7%
NVDA vs TEVA
-22.9%
+14,569.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.1% | -0.5% |
| 7D | -5.1% | +2.0% | -7.1% | -5.6% |
| 30D | -2.5% | +1.0% | -3.4% | -2.7% |
| 3M | +6.7% | +7.3% | -0.7% | +4.2% |
| 6M | +17.6% | +21.7% | -4.1% | +10.9% |
| YTD | +17.3% | +18.8% | -1.5% | +11.0% |
| 1Y | +23.5% | +86.5% | -63.0% | +3.3% |
| 3Y | +384.6% | +269.4% | +115.2% | +229.3% |
| 5Y | +875.4% | +303.6% | +571.8% | +528.1% |
| All | +14,546.7% | -22.9% | +14,569.6% | +9,978.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling