+1,097.3%
XLI vs TEVA
+843.4%
+253.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -1.0% | +0.7% |
| 7D | -1.7% | +2.0% | -3.7% | -2.0% |
| 30D | -7.3% | +1.0% | -8.2% | -7.5% |
| 3M | -1.3% | +7.3% | -8.7% | -3.0% |
| 6M | +2.2% | +21.7% | -19.5% | -2.1% |
| YTD | +11.7% | +18.8% | -7.1% | +7.3% |
| 1Y | +14.3% | +86.5% | -72.2% | +0.1% |
| 3Y | +70.3% | +269.4% | -199.1% | +25.9% |
| 5Y | +82.3% | +303.6% | -221.3% | +28.0% |
| 10Y | +258.4% | -22.9% | +281.4% | +220.3% |
| All | +1,097.3% | +843.4% | +253.9% | +552.3% |
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 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