-22.2%
ON vs TEVA
+280.8%
-303.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.0% | +6.5% | +8.0% |
| 7D | +2.4% | +2.0% | +0.4% | +1.9% |
| 30D | -8.6% | +1.0% | -9.6% | -8.9% |
| 3M | -34.3% | +7.3% | -41.7% | -35.7% |
| 6M | +28.5% | +21.7% | +6.8% | +21.1% |
| YTD | +40.6% | +18.8% | +21.8% | +33.0% |
| 1Y | +55.3% | +86.5% | -31.2% | +30.5% |
| 3Y | -22.2% | +269.4% | -291.6% | -35.9% |
| All | -22.2% | +280.8% | -303.0% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling