+62.6%
XYZ vs TEVA
+417.4%
-354.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.4% |
| 7D | -1.1% | +4.4% | -5.5% | -1.9% |
| 30D | +11.5% | +9.3% | +2.2% | +9.5% |
| 3M | +1.8% | +21.9% | -20.1% | -2.1% |
| 6M | +21.2% | +22.8% | -1.5% | +16.1% |
| YTD | +29.9% | +42.6% | -12.6% | +20.2% |
| 1Y | +35.8% | +74.2% | -38.5% | +20.9% |
| 3Y | +62.6% | +404.5% | -341.9% | +20.8% |
| All | +62.6% | +417.4% | -354.9% | +20.8% |
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