+1,561.5%
QQQ vs TEVA
+801.7%
+759.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.2% | +0.4% |
| 7D | -0.6% | +2.0% | -2.6% | -1.0% |
| 30D | -1.2% | +1.0% | -2.2% | -1.5% |
| 3M | -0.2% | +7.3% | -7.5% | -2.3% |
| 6M | +17.9% | +21.7% | -3.8% | +11.6% |
| YTD | +16.6% | +18.8% | -2.2% | +10.9% |
| 1Y | +23.0% | +86.5% | -63.5% | +4.4% |
| 3Y | +92.9% | +269.4% | -176.5% | +33.3% |
| 5Y | +95.6% | +303.6% | -208.0% | +27.2% |
| 10Y | +570.4% | -22.9% | +593.3% | +496.0% |
| All | +1,561.5% | +801.7% | +759.8% | +446.9% |
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 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