+68.9%
TEVA vs XPO
+9,727.5%
-9,658.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +2.0% | -5.7% | +7.7% | +2.6% |
| 30D | +1.0% | -12.8% | +13.8% | +2.4% |
| 3M | +7.3% | -20.0% | +27.3% | +9.7% |
| 6M | +21.7% | -6.0% | +27.8% | +22.2% |
| YTD | +18.8% | +34.0% | -15.2% | +14.6% |
| 1Y | +86.5% | +35.6% | +50.9% | +79.2% |
| 3Y | +269.4% | +152.3% | +117.1% | +227.5% |
| 5Y | +303.6% | +264.4% | +39.2% | +238.5% |
| 10Y | -22.9% | +1,498.6% | -1,521.6% | -42.0% |
| All | +68.9% | +9,727.5% | -9,658.6% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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