+50.9%
TEVA vs XME
+227.9%
-177.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.3% |
| 7D | +2.0% | -4.2% | +6.2% | +3.3% |
| 30D | +1.0% | -2.7% | +3.7% | +1.7% |
| 3M | +7.3% | -3.9% | +11.2% | +8.0% |
| 6M | +21.7% | -1.0% | +22.7% | +20.8% |
| YTD | +18.8% | +9.8% | +9.0% | +13.8% |
| 1Y | +86.5% | +32.5% | +53.9% | +68.2% |
| 3Y | +269.4% | +124.3% | +145.1% | +181.1% |
| 5Y | +303.6% | +165.8% | +137.8% | +189.5% |
| 10Y | -22.9% | +411.8% | -434.7% | -54.0% |
| All | +50.9% | +227.9% | -177.0% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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