+120.4%
XLK vs TEVA
+280.8%
-160.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.0% |
| 7D | +0.2% | +2.0% | -1.8% | -0.1% |
| 30D | -0.6% | +1.0% | -1.6% | -0.8% |
| 3M | +2.6% | +7.3% | -4.8% | +1.4% |
| 6M | +34.0% | +21.7% | +12.2% | +29.5% |
| YTD | +30.7% | +18.8% | +11.8% | +26.7% |
| 1Y | +39.2% | +86.5% | -47.3% | +25.7% |
| 3Y | +120.4% | +269.4% | -149.0% | +80.9% |
| All | +120.4% | +280.8% | -160.4% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling