-9.1%
NVTS vs TEVA
+268.0%
-277.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.3% |
| 7D | -1.4% | +2.0% | -3.4% | -2.4% |
| 30D | -16.5% | +1.0% | -17.5% | -16.9% |
| 3M | -47.6% | +7.3% | -55.0% | -50.1% |
| 6M | +7.3% | +21.7% | -14.4% | -5.1% |
| YTD | +62.9% | +18.8% | +44.0% | +45.7% |
| 1Y | +91.3% | +86.5% | +4.8% | +31.6% |
| 3Y | +43.4% | +269.4% | -226.0% | -32.6% |
| All | -9.1% | +268.0% | -277.1% | -59.4% |
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 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