+104.5%
TEVA vs QS
-71.4%
+176.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.7% | -0.8% |
| 7D | +4.7% | +4.5% | +0.2% | +4.2% |
| 30D | +5.5% | -4.1% | +9.6% | +5.8% |
| 3M | +21.6% | -22.1% | +43.7% | +24.2% |
| 6M | +18.4% | -38.4% | +56.8% | +22.1% |
| YTD | +34.1% | -57.5% | +91.6% | +49.8% |
| 1Y | +104.5% | -71.3% | +175.9% | +184.5% |
| All | +104.5% | -71.4% | +176.0% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling