+344.5%
ZETA vs TEVA
+300.5%
+43.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.3% | -2.0% |
| 7D | -3.7% | +2.0% | -5.7% | -4.5% |
| 30D | +5.7% | +1.0% | +4.8% | +5.0% |
| 3M | +50.4% | +7.3% | +43.1% | +45.5% |
| 6M | +65.5% | +21.7% | +43.7% | +51.2% |
| YTD | +48.3% | +18.8% | +29.5% | +36.3% |
| 1Y | +45.4% | +86.5% | -41.1% | +12.3% |
| 3Y | +270.8% | +269.4% | +1.3% | +102.7% |
| All | +344.5% | +300.5% | +43.9% | +126.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling