+1,475.9%
XLK vs TEVA
+843.4%
+632.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.9% |
| 7D | +0.2% | +2.0% | -1.8% | -0.2% |
| 30D | -0.6% | +1.0% | -1.6% | -0.9% |
| 3M | +2.6% | +7.3% | -4.8% | +0.5% |
| 6M | +34.0% | +21.7% | +12.2% | +27.1% |
| YTD | +30.7% | +18.8% | +11.8% | +24.4% |
| 1Y | +39.2% | +86.5% | -47.3% | +18.8% |
| 3Y | +120.4% | +269.4% | -149.0% | +54.9% |
| 5Y | +148.8% | +303.6% | -154.8% | +65.1% |
| 10Y | +803.3% | -22.9% | +826.2% | +699.4% |
| All | +1,475.9% | +843.4% | +632.4% | +434.8% |
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