+220.0%
TEVA vs QS
-46.4%
+266.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.9% |
| 7D | +2.0% | -3.6% | +5.7% | +2.2% |
| 30D | +1.0% | -17.2% | +18.2% | +1.9% |
| 3M | +7.3% | -27.0% | +34.3% | +8.7% |
| 6M | +21.7% | -24.6% | +46.3% | +22.7% |
| YTD | +18.8% | -49.3% | +68.2% | +22.1% |
| 1Y | +86.5% | -40.3% | +126.8% | +88.7% |
| 3Y | +269.4% | -23.8% | +293.2% | +254.6% |
| 5Y | +303.6% | -75.0% | +378.5% | +292.6% |
| All | +220.0% | -46.4% | +266.4% | +214.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling