+6,930.2%
URI vs TEVA
+799.4%
+6,130.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | +2.5% | +1.6% | +1.0% | +2.0% |
| 30D | -12.5% | +4.0% | -16.5% | -13.7% |
| 3M | -6.2% | +10.5% | -16.7% | -9.6% |
| 6M | +25.9% | +18.4% | +7.5% | +18.1% |
| YTD | +26.2% | +17.8% | +8.4% | +18.3% |
| 1Y | +5.5% | +90.5% | -85.0% | -15.6% |
| 3Y | +125.0% | +282.1% | -157.1% | +36.5% |
| 5Y | +210.4% | +291.9% | -81.5% | +78.6% |
| 10Y | +1,157.2% | -24.9% | +1,182.1% | +956.7% |
| All | +6,930.2% | +799.4% | +6,130.8% | +2,986.1% |
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