-38.4%
U vs TEVA
+288.8%
-327.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | -4.1% | -0.4% | -3.7% | -4.1% |
| 3M | +57.8% | +8.2% | +49.6% | +52.5% |
| 6M | +103.5% | +15.3% | +88.2% | +90.9% |
| YTD | -4.8% | +16.5% | -21.2% | -11.7% |
| 1Y | -2.4% | +85.7% | -88.1% | -24.3% |
| 3Y | +11.7% | +277.9% | -266.2% | -39.7% |
| 5Y | -68.9% | +295.5% | -364.4% | -84.4% |
| All | -38.4% | +288.8% | -327.2% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling