+96.8%
TEVA vs Z
-58.8%
+155.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.7% |
| 7D | -0.2% | -3.0% | +2.8% | -0.2% |
| 30D | +4.7% | -4.2% | +8.9% | +4.8% |
| 3M | +5.6% | -3.7% | +9.3% | +5.9% |
| 6M | +10.5% | -24.5% | +35.0% | +11.5% |
| YTD | +16.5% | -49.3% | +65.8% | +18.7% |
| 1Y | +96.8% | -58.7% | +155.4% | +99.5% |
| All | +96.8% | -58.8% | +155.6% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling