+31.3%
XLP vs TEVA
+294.1%
-262.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.4% |
| 3M | -0.6% | +7.0% | -7.5% | -1.1% |
| 6M | -2.2% | +17.0% | -19.2% | -3.5% |
| YTD | +8.3% | +18.1% | -9.8% | +6.7% |
| 1Y | +5.7% | +87.2% | -81.5% | +0.8% |
| 3Y | +25.7% | +283.1% | -257.4% | +10.7% |
| 5Y | +31.3% | +298.4% | -267.1% | +12.1% |
| All | +31.3% | +294.1% | -262.8% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling