+53.8%
SAP vs TEVA
+273.2%
-219.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.2% | -1.4% |
| 7D | -5.1% | -0.7% | -4.4% | -5.0% |
| 30D | -1.8% | -0.4% | -1.4% | -1.8% |
| 3M | +20.9% | +8.2% | +12.7% | +19.6% |
| 6M | +7.0% | +15.3% | -8.3% | +4.7% |
| YTD | -13.7% | +16.5% | -30.2% | -15.8% |
| 1Y | -19.6% | +85.7% | -105.3% | -26.0% |
| All | +53.8% | +273.2% | -219.4% | +26.3% |
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