-25.0%
TEVA vs URA
+346.2%
-371.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +3.0% |
| 7D | +2.0% | -5.5% | +7.5% | +3.7% |
| 30D | +1.0% | -3.7% | +4.6% | +1.9% |
| 3M | +7.3% | -2.9% | +10.2% | +7.4% |
| 6M | +21.7% | -15.2% | +37.0% | +25.4% |
| YTD | +18.8% | +1.9% | +17.0% | +13.8% |
| 1Y | +86.5% | +6.9% | +79.5% | +72.3% |
| 3Y | +269.4% | +99.6% | +169.8% | +156.4% |
| 5Y | +303.6% | +101.2% | +202.4% | +162.2% |
| All | -25.0% | +346.2% | -371.1% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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