+6.9%
NXT vs TEVA
+106.6%
-99.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.1% | +11.3% | +11.2% |
| 7D | +30.0% | +4.7% | +25.3% | +27.3% |
| 30D | +28.6% | +5.5% | +23.1% | +25.4% |
| 3M | +8.4% | +21.6% | -13.2% | -0.6% |
| 6M | -8.7% | +18.4% | -27.1% | -15.2% |
| YTD | +22.5% | +34.1% | -11.6% | +5.3% |
| 1Y | +6.9% | +104.5% | -97.6% | -30.0% |
| All | +6.9% | +106.6% | -99.7% | -30.0% |
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