-21.7%
ONON vs TEVA
+308.9%
-330.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | 0.0% | +1.5% |
| 7D | -2.1% | +2.0% | -4.1% | -2.6% |
| 30D | -11.6% | +1.0% | -12.6% | -11.9% |
| 3M | -30.1% | +7.3% | -37.4% | -31.8% |
| 6M | -30.5% | +21.7% | -52.2% | -34.8% |
| YTD | -41.0% | +18.8% | -59.9% | -44.4% |
| 1Y | -36.7% | +86.5% | -123.2% | -47.7% |
| 3Y | -8.6% | +269.4% | -278.0% | -43.4% |
| All | -21.7% | +308.9% | -330.6% | -59.1% |
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