+192.4%
ON vs TEVA
+357.4%
-165.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -0.7% |
| 7D | -4.7% | -0.7% | -4.0% | -4.5% |
| 30D | -13.5% | -0.4% | -13.1% | -13.5% |
| 3M | -36.3% | +8.2% | -44.6% | -38.6% |
| 6M | +17.8% | +15.3% | +2.4% | +10.8% |
| YTD | +29.6% | +16.5% | +13.1% | +21.2% |
| 1Y | +45.8% | +85.7% | -40.0% | +15.0% |
| 3Y | -28.3% | +277.9% | -306.2% | -58.2% |
| 5Y | +49.6% | +295.5% | -245.9% | -17.5% |
| 10Y | +583.9% | -24.5% | +608.4% | +472.4% |
| All | +192.4% | +357.4% | -165.0% | +49.3% |
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