+9,151.9%
UNP vs TEVA
+7,037.9%
+2,114.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.8% |
| 7D | -1.8% | +2.0% | -3.8% | -2.1% |
| 30D | -2.7% | +1.0% | -3.7% | -2.9% |
| 3M | +6.5% | +7.3% | -0.8% | +5.3% |
| 6M | +14.4% | +21.7% | -7.4% | +10.9% |
| YTD | +24.8% | +18.8% | +6.0% | +21.3% |
| 1Y | +34.4% | +86.5% | -52.1% | +22.4% |
| 3Y | +43.6% | +269.4% | -225.8% | +16.1% |
| 5Y | +53.2% | +303.6% | -250.4% | +19.7% |
| 10Y | +282.1% | -22.9% | +305.0% | +243.0% |
| All | +9,151.9% | +7,037.9% | +2,114.0% | +5,310.8% |
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