+54.5%
TEVA vs QID
-100.0%
+154.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +1.5% |
| 7D | +2.0% | +1.3% | +0.7% | +2.4% |
| 30D | +1.0% | +2.9% | -2.0% | +2.0% |
| 3M | +7.3% | -0.7% | +8.0% | +7.4% |
| 6M | +21.7% | -29.7% | +51.4% | +10.4% |
| YTD | +18.8% | -27.9% | +46.7% | +9.0% |
| 1Y | +86.5% | -34.6% | +121.0% | +67.0% |
| 3Y | +269.4% | -73.5% | +343.0% | +166.1% |
| 5Y | +303.6% | -81.0% | +384.6% | +192.7% |
| 10Y | -22.9% | -99.2% | +76.2% | -72.7% |
| All | +54.5% | -100.0% | +154.5% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling