+70.8%
NVT vs TEVA
+89.1%
-18.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +4.3% |
| 7D | +4.1% | +2.0% | +2.1% | +3.8% |
| 30D | -5.1% | +1.0% | -6.1% | -5.3% |
| 3M | -1.2% | +7.3% | -8.5% | -2.2% |
| 6M | +46.6% | +21.7% | +24.9% | +39.1% |
| YTD | +60.0% | +18.8% | +41.1% | +53.6% |
| 1Y | +70.8% | +86.5% | -15.7% | +51.4% |
| All | +70.8% | +89.1% | -18.3% | +51.4% |
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