+629.3%
ON vs TEVA
-22.9%
+652.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.0% | +6.5% | +7.9% |
| 7D | +2.4% | +2.0% | +0.4% | +1.8% |
| 30D | -8.6% | +1.0% | -9.6% | -9.0% |
| 3M | -34.3% | +7.3% | -41.7% | -36.2% |
| 6M | +28.5% | +21.7% | +6.8% | +19.7% |
| YTD | +40.6% | +18.8% | +21.8% | +31.7% |
| 1Y | +55.3% | +86.5% | -31.2% | +25.5% |
| 3Y | -22.2% | +269.4% | -291.6% | -51.5% |
| 5Y | +62.4% | +303.6% | -241.2% | -5.1% |
| All | +629.3% | -22.9% | +652.2% | +373.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling