+115.0%
UMC vs TEVA
+106.6%
+8.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.1% |
| 7D | -14.7% | +4.7% | -19.4% | -15.3% |
| 30D | -32.9% | +5.5% | -38.4% | -33.4% |
| 3M | -22.2% | +21.6% | -43.7% | -24.6% |
| 6M | +25.9% | +18.4% | +7.5% | +22.7% |
| YTD | +107.9% | +34.1% | +73.8% | +96.6% |
| 1Y | +115.0% | +104.5% | +10.5% | +93.7% |
| All | +115.0% | +106.6% | +8.5% | +93.7% |
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