+269.4%
TEVA vs QS
-24.6%
+294.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.8% |
| 6M | +21.7% | -24.6% | +46.3% | +22.7% |
| YTD | +18.8% | -49.3% | +68.2% | +22.2% |
| 1Y | +86.5% | -40.3% | +126.8% | +89.2% |
| 3Y | +269.4% | -23.8% | +293.2% | +251.5% |
| All | +269.4% | -24.6% | +294.0% | +251.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling