+269.4%
TEVA vs XHB
+23.1%
+246.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.6% |
| 7D | +2.0% | -4.6% | +6.6% | +3.4% |
| 30D | +1.0% | -9.1% | +10.1% | +3.7% |
| 3M | +7.3% | -8.6% | +15.9% | +9.6% |
| 6M | +21.7% | -4.0% | +25.8% | +21.9% |
| YTD | +18.8% | -3.9% | +22.8% | +18.5% |
| 1Y | +86.5% | -16.5% | +102.9% | +94.2% |
| 3Y | +269.4% | +22.6% | +246.9% | +208.4% |
| All | +269.4% | +23.1% | +246.4% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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