+1,186.3%
URI vs TEVA
-22.9%
+1,209.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.5% |
| 7D | -2.1% | +2.0% | -4.1% | -2.6% |
| 30D | -12.4% | +1.0% | -13.4% | -12.7% |
| 3M | -7.3% | +7.3% | -14.6% | -9.5% |
| 6M | +27.2% | +21.7% | +5.5% | +19.4% |
| YTD | +23.0% | +18.8% | +4.1% | +15.8% |
| 1Y | +3.9% | +86.5% | -82.6% | -14.3% |
| 3Y | +121.6% | +269.4% | -147.8% | +42.1% |
| 5Y | +201.1% | +303.6% | -102.5% | +80.2% |
| All | +1,186.3% | -22.9% | +1,209.2% | +819.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling