+72.4%
UBER vs TEVA
+158.5%
-86.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.3% | -1.8% |
| 7D | -5.4% | +2.0% | -7.4% | -6.0% |
| 30D | -4.9% | +1.0% | -5.8% | -5.2% |
| 3M | +3.0% | +7.3% | -4.3% | +0.4% |
| 6M | -4.4% | +21.7% | -26.1% | -10.8% |
| YTD | -12.3% | +18.8% | -31.1% | -17.8% |
| 1Y | -24.3% | +86.5% | -110.8% | -39.1% |
| 3Y | +46.4% | +269.4% | -223.0% | -14.0% |
| 5Y | +79.7% | +303.6% | -223.9% | -3.2% |
| All | +72.4% | +158.5% | -86.1% | -0.3% |
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