+269.4%
TEVA vs QSR
+25.8%
+243.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | +2.0% | -4.0% | +6.0% | +3.1% |
| 30D | +1.0% | +2.8% | -1.8% | +0.1% |
| 3M | +7.3% | +5.1% | +2.2% | +5.6% |
| 6M | +21.7% | +8.8% | +12.9% | +18.3% |
| YTD | +18.8% | +14.8% | +4.0% | +13.4% |
| 1Y | +86.5% | +25.7% | +60.8% | +72.2% |
| 3Y | +269.4% | +27.5% | +241.9% | +225.0% |
| All | +269.4% | +25.8% | +243.6% | +225.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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