+0.4%
UAL vs TEVA
+89.1%
-88.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +2.4% |
| 7D | -1.4% | +2.0% | -3.4% | -2.1% |
| 30D | -12.2% | +1.0% | -13.2% | -12.6% |
| 3M | -2.5% | +7.3% | -9.8% | -5.2% |
| 6M | +21.1% | +21.7% | -0.6% | +10.8% |
| YTD | -1.8% | +18.8% | -20.6% | -9.3% |
| 1Y | +0.4% | +86.5% | -86.1% | -18.9% |
| All | +0.4% | +89.1% | -88.7% | -18.9% |
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