+27.5%
UAL vs TEVA
+106.6%
-79.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.1% | +8.1% | +8.0% |
| 7D | +11.9% | +4.7% | +7.2% | +9.8% |
| 30D | +5.2% | +5.5% | -0.3% | +2.8% |
| 3M | -12.7% | +21.6% | -34.3% | -19.5% |
| 6M | +28.5% | +18.4% | +10.1% | +20.0% |
| YTD | +3.5% | +34.1% | -30.6% | -9.9% |
| 1Y | +27.5% | +104.5% | -77.0% | -6.1% |
| All | +27.5% | +106.6% | -79.0% | -6.1% |
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