+113.0%
NVTS vs TEVA
+93.8%
+19.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.4% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | -4.5% | +4.7% | -9.2% | -5.1% |
| 3M | -61.5% | +5.6% | -67.1% | -61.6% |
| 6M | +28.0% | +10.5% | +17.5% | +24.2% |
| YTD | +65.3% | +16.5% | +48.8% | +59.6% |
| 1Y | +113.0% | +96.8% | +16.2% | +91.1% |
| All | +113.0% | +93.8% | +19.2% | +91.1% |
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 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