+219.6%
UPS vs TEVA
+666.5%
-447.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +1.0% |
| 7D | -3.4% | -0.7% | -2.7% | -3.3% |
| 30D | -2.7% | -0.4% | -2.4% | -2.7% |
| 3M | -1.6% | +8.2% | -9.9% | -3.1% |
| 6M | +2.3% | +15.3% | -13.0% | -0.4% |
| YTD | +5.6% | +16.5% | -10.9% | +2.6% |
| 1Y | +27.1% | +85.7% | -58.7% | +14.3% |
| 3Y | -26.3% | +277.9% | -304.2% | -42.2% |
| 5Y | -34.5% | +295.5% | -330.0% | -50.3% |
| 10Y | +37.1% | -24.5% | +61.6% | +26.2% |
| All | +219.6% | +666.5% | -447.0% | +106.9% |
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