+40.3%
XLC vs TEVA
+300.5%
-260.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.7% |
| 7D | +0.5% | +2.0% | -1.5% | +0.2% |
| 30D | +2.1% | +1.0% | +1.2% | +1.9% |
| 3M | +0.7% | +7.3% | -6.6% | -0.7% |
| 6M | -3.2% | +21.7% | -24.9% | -6.7% |
| YTD | -3.8% | +18.8% | -22.6% | -7.0% |
| 1Y | -2.0% | +86.5% | -88.5% | -12.5% |
| 3Y | +71.4% | +269.4% | -198.1% | +27.7% |
| All | +40.3% | +300.5% | -260.2% | -2.2% |
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 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