+28.1%
TEVA vs UUUU
-92.8%
+120.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.0% | +7.0% | +2.3% |
| 7D | +2.0% | -10.5% | +12.5% | +2.7% |
| 30D | +1.0% | -10.5% | +11.5% | +1.5% |
| 3M | +7.3% | -14.1% | +21.4% | +7.9% |
| 6M | +21.7% | -35.5% | +57.2% | +23.9% |
| YTD | +18.8% | -10.9% | +29.8% | +17.9% |
| 1Y | +86.5% | +3.4% | +83.1% | +81.5% |
| 3Y | +269.4% | +73.1% | +196.3% | +240.2% |
| 5Y | +303.6% | +87.1% | +216.5% | +263.3% |
| 10Y | -22.9% | +463.0% | -486.0% | -36.9% |
| All | +28.1% | -92.8% | +120.9% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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