+24.6%
XLP vs TEVA
+278.3%
-253.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -2.9% | -1.7% | -1.2% | -2.8% |
| 30D | -2.2% | +2.0% | -4.2% | -2.3% |
| 3M | -0.6% | +7.0% | -7.5% | -0.9% |
| 6M | -2.2% | +17.0% | -19.2% | -3.0% |
| YTD | +8.3% | +18.1% | -9.8% | +7.2% |
| 1Y | +5.7% | +87.2% | -81.5% | +2.6% |
| All | +24.6% | +278.3% | -253.7% | +11.9% |
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