-21.5%
ONON vs TEVA
+326.9%
-348.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -1.0% |
| 7D | -1.9% | +6.5% | -8.3% | -3.6% |
| 30D | -14.7% | +5.3% | -20.0% | -16.0% |
| 3M | -28.8% | +11.8% | -40.6% | -31.4% |
| 6M | -27.7% | +35.5% | -63.2% | -34.2% |
| YTD | -40.9% | +24.1% | -65.0% | -44.9% |
| 1Y | -36.0% | +94.3% | -130.2% | -47.6% |
| 3Y | -10.5% | +266.7% | -277.1% | -44.2% |
| All | -21.5% | +326.9% | -348.4% | -59.5% |
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