+74.2%
TEVA vs ZYBT
-29.6%
+103.8%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.7% | -6.7% | +2.0% |
| 7D | +1.2% | +15.4% | -14.1% | +1.3% |
| 30D | +8.8% | +29.3% | -20.6% | +8.9% |
| 3M | +22.4% | -28.2% | +50.6% | +22.3% |
| 6M | +17.3% | +52.3% | -35.0% | +21.1% |
| YTD | +36.5% | +30.4% | +6.1% | +43.3% |
| 1Y | +74.2% | -29.2% | +103.4% | +77.4% |
| All | +74.2% | -29.6% | +103.8% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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