+52.3%
XOM vs TEVA
+89.1%
-36.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.6% | +0.6% |
| 7D | +4.1% | +2.0% | +2.1% | +4.2% |
| 30D | +4.6% | +1.0% | +3.6% | +4.7% |
| 3M | +14.0% | +7.3% | +6.6% | +14.4% |
| 6M | +11.0% | +21.7% | -10.8% | +13.1% |
| YTD | +40.7% | +18.8% | +21.9% | +43.1% |
| 1Y | +52.3% | +86.5% | -34.2% | +58.5% |
| All | +52.3% | +89.1% | -36.8% | +58.5% |
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