+121.6%
URI vs TEVA
+273.2%
-151.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -3.7% |
| 7D | -0.5% | -0.7% | +0.3% | -0.4% |
| 30D | -13.4% | -0.4% | -13.0% | -13.4% |
| 3M | -6.2% | +8.2% | -14.5% | -7.4% |
| 6M | +28.0% | +15.3% | +12.7% | +24.8% |
| YTD | +23.0% | +16.5% | +6.5% | +19.5% |
| 1Y | +5.5% | +85.7% | -80.2% | -4.4% |
| All | +121.6% | +273.2% | -151.6% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling