+69.8%
TEVA vs BOXX
+4.1%
+65.8%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.1% |
| 7D | +0.7% | +0.1% | +0.7% | +1.3% |
| 30D | +6.8% | +0.4% | +6.4% | +9.1% |
| 3M | +20.3% | +1.0% | +19.3% | +28.6% |
| 6M | +16.5% | +2.0% | +14.5% | +30.0% |
| YTD | +33.9% | +3.3% | +30.6% | +44.4% |
| 1Y | +69.8% | +4.0% | +65.8% | +70.4% |
| All | +69.8% | +4.1% | +65.8% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling