+140.2%
UAL vs TEVA
+290.4%
-150.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | -15.7% | -0.4% | -15.3% | -15.6% |
| 3M | +3.6% | +8.2% | -4.6% | +0.5% |
| 6M | +16.9% | +15.3% | +1.6% | +11.0% |
| YTD | -4.8% | +16.5% | -21.2% | -9.9% |
| 1Y | -0.9% | +85.7% | -86.7% | -19.1% |
| 3Y | +124.5% | +277.9% | -153.4% | +36.7% |
| 5Y | +140.2% | +295.5% | -155.4% | +30.0% |
| All | +140.2% | +290.4% | -150.3% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling