+22.7%
NXT vs TEVA
+93.8%
-71.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -15.3% | +4.7% | -20.1% | -16.7% |
| 3M | -43.8% | +5.6% | -49.4% | -44.8% |
| 6M | -18.7% | +10.5% | -29.1% | -22.2% |
| YTD | -3.0% | +16.5% | -19.5% | -9.0% |
| 1Y | +22.7% | +96.8% | -74.0% | +3.2% |
| All | +22.7% | +93.8% | -71.1% | +3.2% |
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