+144.1%
UMC vs TEVA
+300.5%
-156.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.3% | +1.9% |
| 7D | +9.0% | +2.0% | +7.0% | +8.5% |
| 30D | +17.2% | +1.0% | +16.3% | +16.9% |
| 3M | +11.4% | +7.3% | +4.1% | +9.2% |
| 6M | +137.5% | +21.7% | +115.8% | +125.9% |
| YTD | +193.1% | +18.8% | +174.3% | +179.6% |
| 1Y | +240.3% | +86.5% | +153.8% | +191.0% |
| 3Y | +262.2% | +269.4% | -7.2% | +148.1% |
| All | +144.1% | +300.5% | -156.4% | +51.2% |
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