+241.4%
UAL vs TEVA
+15.0%
+226.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.2% |
| 7D | +3.5% | +1.6% | +1.9% | +2.8% |
| 30D | -16.5% | +4.0% | -20.4% | -17.7% |
| 3M | +2.8% | +10.5% | -7.8% | -1.5% |
| 6M | +17.6% | +18.4% | -0.8% | +9.6% |
| YTD | -3.2% | +17.8% | -21.0% | -9.7% |
| 1Y | +0.4% | +90.5% | -90.0% | -22.1% |
| 3Y | +128.2% | +282.1% | -154.0% | +28.1% |
| 5Y | +137.7% | +291.9% | -154.2% | +25.6% |
| 10Y | +99.1% | -24.9% | +124.0% | +81.1% |
| All | +241.4% | +15.0% | +226.4% | +112.4% |
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