+299.2%
TEVA vs NTR
+45.7%
+253.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +2.0% | -1.3% | +3.3% | +2.3% |
| 30D | +1.0% | +16.8% | -15.8% | -2.1% |
| 3M | +7.3% | +20.7% | -13.4% | +3.3% |
| 6M | +21.7% | +0.5% | +21.2% | +20.8% |
| YTD | +18.8% | +29.2% | -10.3% | +11.0% |
| 1Y | +86.5% | +39.6% | +46.9% | +70.4% |
| 3Y | +269.4% | +37.9% | +231.5% | +234.0% |
| All | +299.2% | +45.7% | +253.5% | +242.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 5y: compounded portfolio wealth divided by compounded NTR 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…
5y analysis · Full analysis span regression · 6 months rolling