-49.8%
USAR vs TEVA
+106.6%
-156.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.7% | -5.8% |
| 7D | -21.8% | +4.7% | -26.5% | -23.3% |
| 30D | -39.9% | +5.5% | -45.4% | -41.2% |
| 3M | -52.5% | +21.6% | -74.1% | -55.8% |
| 6M | -67.9% | +18.4% | -86.3% | -69.7% |
| YTD | -31.1% | +34.1% | -65.2% | -38.7% |
| 1Y | -49.8% | +104.5% | -154.4% | -61.8% |
| All | -49.8% | +106.6% | -156.4% | -61.8% |
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 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