+106.2%
UAL vs TEVA
-22.9%
+129.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +2.5% |
| 7D | -1.4% | +2.0% | -3.4% | -2.0% |
| 30D | -12.2% | +1.0% | -13.2% | -12.5% |
| 3M | -2.5% | +7.3% | -9.8% | -5.1% |
| 6M | +21.1% | +21.7% | -0.6% | +13.5% |
| YTD | -1.8% | +18.8% | -20.6% | -7.4% |
| 1Y | +0.4% | +86.5% | -86.1% | -17.6% |
| 3Y | +130.3% | +269.4% | -139.1% | +47.0% |
| 5Y | +147.7% | +303.6% | -155.9% | +48.2% |
| All | +106.2% | -22.9% | +129.2% | +36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling