+31,203.5%
NVO vs TEVA
+7,037.9%
+24,165.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.2% | -2.4% |
| 7D | -7.6% | +2.0% | -9.6% | -7.8% |
| 30D | -6.0% | +1.0% | -6.9% | -6.1% |
| 3M | -0.8% | +7.3% | -8.1% | -1.7% |
| 6M | +16.5% | +21.7% | -5.3% | +13.5% |
| YTD | -11.1% | +18.8% | -30.0% | -13.2% |
| 1Y | -16.7% | +86.5% | -103.2% | -23.1% |
| 3Y | -52.9% | +269.4% | -322.3% | -60.4% |
| 5Y | -3.0% | +303.6% | -306.6% | -20.9% |
| 10Y | +147.1% | -22.9% | +170.0% | +127.8% |
| All | +31,203.5% | +7,037.9% | +24,165.6% | +20,198.8% |
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