-12.1%
TEVA vs URA
-29.9%
+17.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.6% |
| 7D | -1.7% | +5.7% | -7.4% | -3.2% |
| 30D | +2.0% | +5.6% | -3.6% | +0.3% |
| 3M | +7.0% | +6.2% | +0.8% | +4.5% |
| 6M | +17.0% | -8.2% | +25.2% | +17.7% |
| YTD | +18.1% | +9.7% | +8.4% | +11.8% |
| 1Y | +87.2% | +17.0% | +70.3% | +71.3% |
| 3Y | +283.1% | +118.5% | +164.6% | +178.2% |
| 5Y | +298.4% | +134.3% | +164.0% | +171.1% |
| 10Y | -23.4% | +377.5% | -400.9% | -60.0% |
| All | -12.1% | -29.9% | +17.8% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling