+172.1%
NXT vs TEVA
+269.1%
-96.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.5% |
| 7D | -1.9% | +2.0% | -3.9% | -2.2% |
| 30D | -20.0% | +1.0% | -21.0% | -20.2% |
| 3M | -30.7% | +7.3% | -38.1% | -31.7% |
| 6M | -29.0% | +21.7% | -50.7% | -31.5% |
| YTD | -4.8% | +18.8% | -23.7% | -7.9% |
| 1Y | +22.8% | +86.5% | -63.7% | +11.6% |
| 3Y | +93.9% | +269.4% | -175.5% | +51.0% |
| All | +172.1% | +269.1% | -96.9% | +119.1% |
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 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