+533.2%
XYZ vs TEVA
-36.8%
+570.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -1.0% | -0.2% | -0.7% | -0.9% |
| 30D | -1.7% | +4.7% | -6.4% | -3.2% |
| 3M | +16.7% | +5.6% | +11.1% | +14.1% |
| 6M | +26.9% | +10.5% | +16.4% | +21.6% |
| YTD | +27.1% | +16.5% | +10.6% | +19.7% |
| 1Y | +9.3% | +96.8% | -87.5% | -14.1% |
| 3Y | +42.3% | +269.5% | -227.2% | -14.6% |
| 5Y | -69.3% | +283.5% | -352.9% | -82.1% |
| 10Y | +586.8% | -25.9% | +612.7% | +479.7% |
| All | +533.2% | -36.8% | +570.0% | +478.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling