+172.6%
TEVA vs USHY
+49.7%
+122.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +2.0% | -0.7% | +2.7% | +3.3% |
| 30D | +1.0% | -0.7% | +1.6% | +2.3% |
| 3M | +7.3% | +0.1% | +7.3% | +7.2% |
| 6M | +21.7% | +1.8% | +19.9% | +18.0% |
| YTD | +18.8% | +1.8% | +17.1% | +15.3% |
| 1Y | +86.5% | +3.3% | +83.2% | +76.3% |
| 3Y | +269.4% | +27.0% | +242.5% | +141.4% |
| 5Y | +303.6% | +21.0% | +282.6% | +192.0% |
| All | +172.6% | +49.7% | +122.9% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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