+29.0%
UPS vs TEVA
+93.8%
-64.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -3.5% | +4.7% | -8.2% | -4.1% |
| 3M | -5.7% | +5.6% | -11.3% | -6.4% |
| 6M | -4.4% | +10.5% | -14.9% | -6.5% |
| YTD | +8.0% | +16.5% | -8.5% | +5.2% |
| 1Y | +29.0% | +96.8% | -67.7% | +22.3% |
| All | +29.0% | +93.8% | -64.8% | +22.3% |
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 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