+89.1%
TEVA vs Q
+79.8%
+9.4%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.8% |
| 7D | +2.0% | +4.9% | -2.9% | +1.5% |
| 30D | +1.0% | -11.0% | +11.9% | +2.0% |
| 3M | +7.3% | -15.2% | +22.5% | +8.2% |
| 6M | +21.7% | +8.8% | +12.9% | +16.0% |
| YTD | +18.8% | +55.1% | -36.2% | +9.8% |
| All | +89.1% | +79.8% | +9.4% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling