-29.0%
TEVA vs QSR
+205.8%
-234.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | +2.0% | -4.0% | +6.0% | +3.7% |
| 30D | +1.0% | +2.8% | -1.8% | -0.3% |
| 3M | +7.3% | +5.1% | +2.2% | +4.8% |
| 6M | +21.7% | +8.8% | +12.9% | +16.9% |
| YTD | +18.8% | +14.8% | +4.0% | +11.2% |
| 1Y | +86.5% | +25.7% | +60.8% | +67.3% |
| 3Y | +269.4% | +27.5% | +241.9% | +223.9% |
| 5Y | +303.6% | +41.3% | +262.3% | +234.0% |
| 10Y | -22.9% | +133.8% | -156.8% | -49.6% |
| All | -29.0% | +205.8% | -234.8% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling