+46.6%
XYZ vs TEVA
+273.2%
-226.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.1% |
| 7D | -5.2% | -0.7% | -4.4% | -5.0% |
| 30D | 0.0% | -0.4% | +0.4% | +0.1% |
| 3M | +18.7% | +8.2% | +10.4% | +16.4% |
| 6M | +20.5% | +15.3% | +5.2% | +16.2% |
| YTD | +21.5% | +16.5% | +5.0% | +16.7% |
| 1Y | +7.2% | +85.7% | -78.5% | -7.0% |
| All | +46.6% | +273.2% | -226.6% | -2.6% |
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