+171.9%
SAP vs TEVA
-22.9%
+194.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.1% |
| 7D | -4.1% | +2.0% | -6.1% | -4.4% |
| 30D | +1.1% | +1.0% | +0.1% | +0.9% |
| 3M | +26.1% | +7.3% | +18.8% | +24.6% |
| 6M | +9.8% | +21.7% | -11.9% | +6.1% |
| YTD | -13.6% | +18.8% | -32.4% | -16.3% |
| 1Y | -18.7% | +86.5% | -105.2% | -26.7% |
| 3Y | +54.1% | +269.4% | -215.3% | +22.2% |
| 5Y | +54.7% | +303.6% | -248.9% | +18.2% |
| All | +171.9% | -22.9% | +194.8% | +136.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling