+52.6%
XOM vs TEVA
+106.6%
-54.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -7.0% | +4.7% | -11.7% | -6.7% |
| 30D | +3.2% | +5.5% | -2.3% | +3.6% |
| 3M | +10.7% | +21.6% | -10.9% | +12.3% |
| 6M | +11.6% | +18.4% | -6.8% | +12.9% |
| YTD | +43.5% | +34.1% | +9.4% | +47.1% |
| 1Y | +52.6% | +104.5% | -51.9% | +57.1% |
| All | +52.6% | +106.6% | -54.0% | +57.1% |
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 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