+60.5%
XOM vs TEVA
+280.8%
-220.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.6% | +0.5% |
| 7D | +4.1% | +2.0% | +2.1% | +4.1% |
| 30D | +4.6% | +1.0% | +3.6% | +4.6% |
| 3M | +14.0% | +7.3% | +6.6% | +13.9% |
| 6M | +11.0% | +21.7% | -10.8% | +10.8% |
| YTD | +40.7% | +18.8% | +21.9% | +40.5% |
| 1Y | +52.3% | +86.5% | -34.2% | +50.3% |
| 3Y | +60.5% | +269.4% | -209.0% | +52.3% |
| All | +60.5% | +280.8% | -220.3% | +52.3% |
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