+6.8%
XLP vs TEVA
+84.1%
-77.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -2.5% | -0.7% | -1.8% | -2.5% |
| 30D | -1.9% | -0.4% | -1.5% | -1.9% |
| 3M | -2.1% | +8.2% | -10.4% | -2.5% |
| 6M | -1.8% | +15.3% | -17.2% | -2.6% |
| YTD | +8.3% | +16.5% | -8.2% | +7.4% |
| 1Y | +6.8% | +85.7% | -78.9% | +5.0% |
| All | +6.8% | +84.1% | -77.2% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling