+3.7%
U vs TEVA
+93.8%
-90.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -3.8% | -0.2% | -3.6% | -3.8% |
| 30D | +17.5% | +4.7% | +12.7% | +16.2% |
| 3M | +38.7% | +5.6% | +33.1% | +36.8% |
| 6M | +104.4% | +10.5% | +93.9% | +98.5% |
| YTD | -5.7% | +16.5% | -22.2% | -11.9% |
| 1Y | +3.7% | +96.8% | -93.1% | -24.4% |
| All | +3.7% | +93.8% | -90.1% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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