+269.4%
TEVA vs QID
-73.7%
+343.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +1.6% |
| 7D | +2.0% | +1.3% | +0.7% | +2.3% |
| 30D | +1.0% | +2.9% | -2.0% | +1.8% |
| 3M | +7.3% | -0.7% | +8.0% | +7.5% |
| 6M | +21.7% | -29.7% | +51.4% | +10.9% |
| YTD | +18.8% | -27.9% | +46.7% | +9.4% |
| 1Y | +86.5% | -34.6% | +121.0% | +68.1% |
| 3Y | +269.4% | -73.5% | +343.0% | +172.3% |
| All | +269.4% | -73.7% | +343.2% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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