+906.3%
XBI vs TEVA
+16.0%
+890.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.0% |
| 7D | -4.6% | +2.0% | -6.7% | -5.2% |
| 30D | -2.0% | +1.0% | -3.0% | -2.3% |
| 3M | +17.8% | +7.3% | +10.5% | +14.9% |
| 6M | +23.7% | +21.7% | +2.0% | +15.8% |
| YTD | +28.2% | +18.8% | +9.4% | +20.7% |
| 1Y | +64.0% | +86.5% | -22.5% | +33.3% |
| 3Y | +99.4% | +269.4% | -170.0% | +24.1% |
| 5Y | +19.3% | +303.6% | -284.3% | -30.9% |
| 10Y | +158.7% | -22.9% | +181.7% | +137.4% |
| All | +906.3% | +16.0% | +890.3% | +616.9% |
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