+22.0%
USB vs TEVA
+364.2%
-342.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.9% |
| 7D | 0.0% | +1.2% | -1.2% | -0.3% |
| 30D | +5.8% | +8.8% | -2.9% | +4.2% |
| 3M | -6.0% | +22.4% | -28.4% | -9.4% |
| 6M | +7.8% | +17.3% | -9.5% | +4.3% |
| YTD | +14.6% | +36.5% | -21.9% | +7.4% |
| 1Y | +31.8% | +74.2% | -42.4% | +18.1% |
| 3Y | +91.5% | +370.8% | -279.3% | +30.4% |
| All | +22.0% | +364.2% | -342.1% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling