+269.4%
TEVA vs URA
+101.1%
+168.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +2.5% |
| 7D | +2.0% | -5.5% | +7.5% | +2.8% |
| 30D | +1.0% | -3.7% | +4.6% | +1.5% |
| 3M | +7.3% | -2.9% | +10.2% | +7.5% |
| 6M | +21.7% | -15.2% | +37.0% | +23.7% |
| YTD | +18.8% | +1.9% | +17.0% | +16.7% |
| 1Y | +86.5% | +6.9% | +79.5% | +80.1% |
| 3Y | +269.4% | +99.6% | +169.8% | +186.5% |
| All | +269.4% | +101.1% | +168.4% | +186.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling