+16.3%
TEVA vs XHB
+161.2%
-144.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.5% |
| 7D | +2.0% | -4.6% | +6.6% | +3.6% |
| 30D | +1.0% | -9.1% | +10.1% | +4.2% |
| 3M | +7.3% | -8.6% | +15.9% | +10.0% |
| 6M | +21.7% | -4.0% | +25.8% | +22.5% |
| YTD | +18.8% | -3.9% | +22.8% | +19.2% |
| 1Y | +86.5% | -16.5% | +102.9% | +95.8% |
| 3Y | +269.4% | +22.6% | +246.9% | +234.2% |
| 5Y | +303.6% | +33.9% | +269.6% | +250.0% |
| 10Y | -22.9% | +213.0% | -235.9% | -48.5% |
| All | +16.3% | +161.2% | -144.9% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling