+32.9%
URI vs TEVA
+106.6%
-73.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.2% | -4.4% |
| 7D | -4.3% | +4.7% | -9.0% | -4.6% |
| 30D | +4.6% | +5.5% | -0.9% | +4.3% |
| 3M | -2.1% | +21.6% | -23.7% | -3.4% |
| 6M | +21.9% | +18.4% | +3.5% | +20.4% |
| YTD | +39.7% | +34.1% | +5.6% | +34.8% |
| 1Y | +32.9% | +104.5% | -71.7% | +25.7% |
| All | +32.9% | +106.6% | -73.7% | +25.7% |
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