+18.9%
UL vs TEVA
+300.5%
-281.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.5% |
| 7D | -3.4% | +2.0% | -5.4% | -3.5% |
| 30D | +0.5% | +1.0% | -0.5% | +0.4% |
| 3M | +7.2% | +7.3% | -0.1% | +6.6% |
| 6M | -3.1% | +21.7% | -24.8% | -4.6% |
| YTD | -2.7% | +18.8% | -21.6% | -4.1% |
| 1Y | -10.2% | +86.5% | -96.7% | -14.4% |
| 3Y | +20.3% | +269.4% | -249.2% | +6.4% |
| All | +18.9% | +300.5% | -281.7% | +1.3% |
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 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