+6,889.2%
TEVA vs NTRS
+7,800.3%
-911.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +1.0% | +1.7% |
| 7D | +2.0% | +1.4% | +0.6% | +1.6% |
| 30D | +1.0% | -0.7% | +1.6% | +1.1% |
| 3M | +7.3% | +11.3% | -4.0% | +3.8% |
| 6M | +21.7% | +35.5% | -13.8% | +10.7% |
| YTD | +18.8% | +40.6% | -21.8% | +6.7% |
| 1Y | +86.5% | +49.2% | +37.3% | +64.3% |
| 3Y | +269.4% | +167.2% | +102.2% | +169.8% |
| 5Y | +303.6% | +94.9% | +208.7% | +220.8% |
| 10Y | -22.9% | +259.5% | -282.4% | -47.8% |
| All | +6,889.2% | +7,800.3% | -911.1% | +1,457.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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