+71.7%
TEVA vs ZYBT
-58.9%
+130.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.6% | +2.0% |
| 7D | +2.0% | -3.7% | +5.7% | +2.0% |
| 30D | +1.0% | 0.0% | +1.0% | +1.0% |
| 3M | +7.3% | +72.2% | -64.9% | +10.4% |
| 6M | +21.7% | +103.1% | -81.4% | +24.4% |
| YTD | +18.8% | +34.8% | -15.9% | +22.2% |
| 1Y | +86.5% | -83.2% | +169.6% | +96.5% |
| All | +71.7% | -58.9% | +130.6% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling