-5.8%
XLC vs TEVA
+106.6%
-112.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +1.8% | +4.7% | -2.9% | +1.4% |
| 30D | -6.0% | +5.5% | -11.5% | -6.4% |
| 3M | -6.0% | +21.6% | -27.6% | -7.3% |
| 6M | -9.1% | +18.4% | -27.4% | -10.1% |
| YTD | -10.0% | +34.1% | -44.1% | -12.3% |
| 1Y | -5.8% | +104.5% | -110.4% | -10.2% |
| All | -5.8% | +106.6% | -112.4% | -10.2% |
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