+69.1%
OTIS vs TEVA
+447.9%
-378.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.3% | +1.5% |
| 7D | -3.0% | +2.0% | -5.0% | -3.2% |
| 30D | -6.0% | +1.0% | -7.0% | -6.2% |
| 3M | -0.9% | +7.3% | -8.2% | -2.1% |
| 6M | -17.3% | +21.7% | -39.1% | -19.9% |
| YTD | -19.6% | +18.8% | -38.4% | -21.9% |
| 1Y | -21.0% | +86.5% | -107.5% | -28.5% |
| 3Y | -12.1% | +269.4% | -281.5% | -31.1% |
| 5Y | -17.1% | +303.6% | -320.7% | -38.0% |
| All | +69.1% | +447.9% | -378.8% | +8.8% |
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