+141.3%
XLC vs TEVA
+50.3%
+91.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | -1.7% | -0.7% | -0.9% | -1.5% |
| 30D | +0.2% | -0.4% | +0.6% | +0.2% |
| 3M | +0.7% | +8.2% | -7.5% | -0.9% |
| 6M | -4.5% | +15.3% | -19.8% | -7.3% |
| YTD | -4.7% | +16.5% | -21.2% | -7.9% |
| 1Y | -1.5% | +85.7% | -87.2% | -12.6% |
| 3Y | +72.2% | +277.9% | -205.6% | +29.0% |
| 5Y | +39.3% | +295.5% | -256.2% | +0.5% |
| All | +141.3% | +50.3% | +91.1% | +87.0% |
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