-12.0%
NVT vs TEVA
+81.2%
-93.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.2% | -12.6% | -12.8% |
| 7D | -28.8% | +0.7% | -29.5% | -28.9% |
| 30D | -43.3% | +6.8% | -50.1% | -43.8% |
| 3M | -39.2% | +20.3% | -59.5% | -40.9% |
| 6M | -41.8% | +16.5% | -58.3% | -42.3% |
| YTD | -2.9% | +33.9% | -36.8% | -9.7% |
| 1Y | -12.0% | +69.8% | -81.8% | -26.5% |
| All | -12.0% | +81.2% | -93.2% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling